Interior point method

Example solution. The bue lines show the different constraints, the red line shows approximatiions. each dot in the red line is an approximation step.

Interior point methods are algorithms to solve certain optimization problems. They have been used to find solutions in linear programming and quadratic progrgramming problems. Interior point methods can be used when the solution is a convex set. The problem can then be restated as minimizing or maximizing a linear function over this set of solutions. Interior point methods are often used because they have a better runtime behavior than the algorithms comomnly used with linear proramming. Because the sequence of values will converge towards a barrier, they are also known as barrier methods.