Interior Point Optimization Matlab. Example search for a solution. In this paper we describe our implementation of a primal-dual infeasible-interior-point algorithm for large-scale linear programming under the MATLAB environment.
Violation of inequality constraints are prevented by augmenting the objective function with a barrier term that causes the optimal unconstrained value to be in the feasible space. The HessianFcn option using the Hessian of the Lagrangian is available only for the interior-point algorithm. Interior-point methods also referred to as barrier methods or IPMs are a certain class of algorithms that solve linear and nonlinear convex optimization problems.
If normx-xprev 00001 break.
For i 1nIter Minimize function with barrier x newtonMethodGfxprevAbk. Learn more about optimization Optimization Toolbox. The exit message you quote does NOT imply that fmincon did not converge but rather that it converged to something that may well be a valid solution but the first-order optimality conditions are not satisfied to within the TolFun tolerance. Optimality Tolerance using fmincon Interior Point Algorythm.