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9 - Interior Point Methods (IPM’s):A Detailed Analysis

from Part II - From General Mathematical Background to General Nonlinear Programming Problems (NLP)

Published online by Cambridge University Press:  17 December 2020

Vassilios S. Vassiliadis ,
Walter Kähm ,
Ehecatl Antonio del Rio Chanona  and
Ye Yuan
Vassilios S. Vassiliadis
Affiliation:
University of Cambridge
Ehecatl Antonio del Rio Chanona
Affiliation:
Imperial College London
Ye Yuan
Affiliation:
Huazhong University of Science and Technology
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Summary

This chapter is the main chapter of the book that introduces in detail how modern Interior Point Methods work, what they are based on, and the associated numerical-computational implementation schemes involved.The difference between primal barrier methods and primal-dual barrier methods is presented and discussed, showing why nowadays mostly primal-dual methods are used in general optimization solvers.

Keywords

Interior Point MethodsPrimal barrier method formulationsPrimal-dual barrier method formulationsCanonical NLP model formulation
Type
Chapter
Information
Optimization for Chemical and Biochemical Engineering
Theory, Algorithms, Modeling and Applications
 , pp. 101 - 112
Publisher: Cambridge University Press
Print publication year: 2021

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