Module interior_point

Module interior_point 

Source
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Interior point methods for constrained optimization

This module implements primal-dual interior point methods for solving constrained optimization problems with equality and inequality constraints.

Structs§

InteriorPointOptions
Interior point method options
InteriorPointResult
Result from interior point optimization
InteriorPointSolver
Interior point solver for constrained optimization

Functions§

minimize_interior_point
Minimize a function subject to constraints using interior point method
minimize_interior_point_constrained
Minimize a function subject to constraints using interior point method with constraint conversion from general format