
6
Interior Point Methods
6.1 Introduction
In this chapter, we consider a class of methods for linear programming that
finds an optimal solution by going through the interior of the feasible set as
opposed to traversing extreme points as in the simplex method. This class of
methods goes by the name of interior point methods referring to the strat-
egy of going through the interior of the feasible set. Interior point methods
have become an important part of the optimization landscape over the last
twenty years, and for linear programming these methods have become very
competitive with the simplex method.
The general appeal of interior point methods is that ...