Interior Point Method Matlab. This example shows how to use derivative information to make the solution process faster and more robust. The helper function bigtoleft is an objective function that grows rapidly negative as the x 1 coordinate becomes negative.
The simplex approach moves from vertex to vertex usually improving the objective function on each step. Dual-simplex method takes almost a day. It is not based on derivatives.
The course material is locate.
Example search for a solution. The course material is locate. A polynomial time linear programming algorithm using an interior point method was found by Karmarkar 1984. Interior-point-legacy only takes within 5 miniutes.