https://github.com/ashton-sidhu/interiorpointmethod
Interior Point Method Optimisation Algorithm
https://github.com/ashton-sidhu/interiorpointmethod
Last synced: 3 months ago
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Interior Point Method Optimisation Algorithm
- Host: GitHub
- URL: https://github.com/ashton-sidhu/interiorpointmethod
- Owner: Ashton-Sidhu
- Created: 2016-11-18T06:30:35.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2018-05-13T01:06:44.000Z (about 7 years ago)
- Last Synced: 2025-01-20T00:53:26.532Z (5 months ago)
- Language: Matlab
- Homepage:
- Size: 1.95 KB
- Stars: 3
- Watchers: 2
- Forks: 2
- Open Issues: 1
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Metadata Files:
- Readme: README.md
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README
# InteriorPointMethod
Code for Interior Point Method, which is a form of non-linear optimization. Was coded for a class assignment and was ranked best in terms of speed and accuracy.
The code provided is in Matlab.
https://en.wikipedia.org/wiki/Interior_point_method
The code was based off the following paper by Thomas Reslow Kruth for the code of IPM.
http://etd.dtu.dk/thesis/220437/ep08_19.pdf