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Interior-point methods for optimization

  • Arkadi S. Nemirovski (a1) and Michael J. Todd (a2)
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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Acta Numerica
  • ISSN: 0962-4929
  • EISSN: 1474-0508
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