Interior Point Matlab. After preprocessing the problem has the form. Engineers may also find applications to problems of process control predictive control or design optimization.
These methods are special because they are numerically stable under a wide range of conditions so they should work well for many different types of constrained optimization problems. After preprocessing the problem has the form. An interior point method was discovered by Soviet mathematician I.
Dikin in 1967 and reinvented in the US.
Objective function includes gradient only bounds or only linear equality. It enabled solutions of linear programming problems that were beyond the capabilities of the simplex. The fmincon interior-point algorithm can accept a Hessian function as an input. The helper function bigtoleft is an objective function that grows rapidly negative as the x 1 coordinate becomes negative.