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Barrier-optimization-method

This project implements logarithmic barrier method with backtracking line search to solve a minimization problem.

The codes presented here implement the logarithmic barrier method with backtraking line search to compute the minimum of the desired function :

min f(x) := c'x

under constraints: Ax<b


This project contains:

  • Newton2.m: Matlab code for Newton optimization method, with backtracking line search
  • mainBarrier.m: Matlab code for logarithmic barrier optimization method
  • Optimization methods.pdf: report with application of the previous codes to optimization problems

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This project implements logarithmic barrier method with backtracking line search to solve a minimization problem

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