Interior Point Methods: Current Status and Future Directions

Robert M. Freund and Shinji Mizuno

The purpose of this article is twofold: to provide a synopsis of the major developments in interior point methods for mathematical programming in the last twelve years for the researcher who is unfamiliar with interior points, and to discuss current and future research directions in interior point methods for researchers who have some familiarity with interior point methods. Throughout the article, we provide brief selective guides to the most lucid relevant research literature as a means for the uninitiated to become acquainted (but not overwhelmed) with the major developments in interior point methods.

To appear as a feature article in OPTIMA, volume 51, 1996.

Contact: rfreund@mit.edu


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