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Talk:Interior-point method

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This is an old revision of this page, as edited by Serg3d2 (talk | contribs) at 07:57, 21 February 2011. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

These algorithms have been inspired by Karmarkar's algorithm, developed by Narendra Karmarkar in 1984 for linear programming. The basic elements of the method consists of a self-concordant barrier function used to encode the convex set. Contrary to the simplex method, it reaches the optimal vertex by traversing the interior of the feasible region. This seems a bit complex - I'm not sure if it's helped me understand what an interior point method is, why I'd use it or what I'd be doing. I'm going to traverse the interior of a convex set - right? Is this method really this complex? Has anyone got a source that is as simple as Shewchuk's "Introduction to the Conjugate Gradient Method without the Agonising Pain"? --Dilaudid (talk) 11:23, 27 November 2007 (UTC)[reply]

Try the book of S. Wright given in the literature. At least the intoduction.195.128.250.6 (talk) 22:07, 8 October 2008 (UTC)[reply]


"Yurii Nesterov and Arkadii Nemirovskii came up with a special class of such barriers that can be used to encode any convex set." When did they do this? Was it before or after Karmarkar? What is the citation? Duoduoduo (talk) 16:20, 25 January 2010 (UTC)[reply]

in 1994, after Karmarkar. Ref to original N&N paper in the overview which I've added Serg3d2 (talk) 07:57, 21 February 2011 (UTC)[reply]