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