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Interior-point methods for optimization

Published online by Cambridge University Press:  25 April 2008

Arkadi S. Nemirovski  and
Michael J. Todd
Arkadi S. Nemirovski
Affiliation:
School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, USA E-mail: arkadi.nemirovski@isye.gatech.edu
Michael J. Todd
Affiliation:
School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA E-mail: mjt7@cornell.edu
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Abstract

This article describes the current state of the art of interior-point methods (IPMs) for convex, conic, and general nonlinear optimization. We discuss the theory, outline the algorithms, and comment on the applicability of this class of methods, which have revolutionized the field over the last twenty years.

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Type
Research Article
Information
Acta Numerica , Volume 17 , May 2008 , pp. 191 - 234
Copyright
Copyright © Cambridge University Press 2008

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