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https://github.com/ashton-sidhu/interiorpointmethod

Interior Point Method Optimisation Algorithm
https://github.com/ashton-sidhu/interiorpointmethod

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Interior Point Method Optimisation Algorithm

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# 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