The Interior-Point Revolution in Constrained Optimization

Margaret H. Wright

Interior methods are a central, striking feature of the constrained optimization landscape today, but it was not always so. This paper is intended to provide a condensed, selective, unavoidably incomplete look at classical material and recent research about interior methods. It is based on invited survey talks at two conferences: ``High-Performance Software for Nonlinear methods. It is based on invited survey talks at two conferences: ``High-Performance Software for Nonlinear Optimization: Status and Perspective'', Ischia, Italy, June 1997; and the First Pacific Rim Conference on Mathematics, Hong Kong, January 1998.

Technical Report 98-4-09 Computing Sciences Research Center Bell Labs, Murray Hill, New Jersey 07974

Contact: mhw@research.bell-labs.com


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