Interior point method

This is the nonlinear optimization problem in Primal-dual interior point method.


minimize f(x), subject to ci(x)≧0 for i=1,2,..,m , x∈Rn, f:Rn→R, ci∈Rn→R



x is a Lagrange multiplier.

ci(x)λ=μ, ∀i=1,2,..,m , λ∈Rm






F(X0)≧F(x1)≧F(X2)≧...


F is minimal and the bottom.











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