Abstract

The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have become quite sophisticated, while extensions to more general classes of problems, such as convex quadratic programming, semi-definite programming, and nonconvex and nonlinear problems, have reached varying levels of maturity. We review some of the key developments in the area, including comments on both the complexity theory and practical algorithms for linear programming, semi-definite programming, monotone linear complementarity, and convex programming over sets that can be characterized by self-concordant barrier functions.

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