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.