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I want to solve an optimization problem using the Primal-Dual Interior Point Method. Although Mathematica gives the result directly when I use the command NMinimize, I want to get the Newton's iteration values for different barrier parameters.

Is there any way to solve the optimization problem in Mathematica using Primal-Dual Interior Point method?

MarcoB
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jhon_wick
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    Method -> "NonlinearInteriorPoint" – Oleksandr R. Aug 21 '15 at 11:11
  • @OleksandrR.,Undocumented? NMinimize Docs: Possible settings for the Method option include "NelderMead", "DifferentialEvolution", "SimulatedAnnealing", and "RandomSearch". – rhermans Aug 21 '15 at 11:13
  • @rhermans yes, undocumented. See here. – Oleksandr R. Aug 21 '15 at 11:17
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    @rhermans, if you want to see options: Options[NMinimize`NonlinearInteriorPoint]. I believe this is exactly the same method used by FindMinimum[] for constrained optimization. – J. M.'s missing motivation Aug 21 '15 at 11:39
  • @OleksandrR. thanks. but I still cant use it. I tried it as : Method -> "NonlinearInteriorPoint" NonlinearInteriorPoint [{x - 2*y, 1 + x - y^2 >= 0, y >= 0}, {x, y}] but it does not work. – jhon_wick Aug 21 '15 at 11:42
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    I am not surprised. It is a method option of NMinimize, as explained in the linked thread and alluded to in the other comments. – Oleksandr R. Aug 21 '15 at 11:44
  • Have you tried FindMinimum? I think it will have to use this method for all constrained nonlinear and nonquadratic optimization problems. – Daniel Lichtblau Aug 21 '15 at 21:01

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