Main.InteriorPointMethod History

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April 07, 2014, at 03:33 PM by 80.224.8.245 -
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** [[Attach:interior_point_example4.zip|MATLAB Code for Example 4]]
April 04, 2014, at 05:21 PM by 10.5.113.173 -
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April 02, 2014, at 02:50 PM by 10.5.113.173 -
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** [[Attach:interior_point_example3.zip|Interior Point Method Example 3 MATLAB Code]]
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** [[Attach:interior_point_example3.zip|MATLAB Code for Example 3]]
April 02, 2014, at 02:49 PM by 10.5.113.173 -
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** [[Attach:interior_point_example3.zip|Interior Point Method Example 3 MATLAB Code]]
March 31, 2014, at 12:13 PM by 23.255.228.67 -
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* [[http://apmonitor.com/online/view_pass.php?f=ipm.apm|Problem 2 MATLAB Solution with BPOPT Solver]]
* [[http://apmonitor.com/online/view_pass.php?f=ipm.apm|Problem 2 Online Solution with IPOPT Solver]]
to:
* [[Attach:bpopt_matlab.zip|Homework Problem 2 MATLAB Solution with BPOPT Solver]]
* [[http://apmonitor.com/online/view_pass.php?f=ipm.apm|Homework Problem 2 Online Solution with IPOPT Solver]]
March 31, 2014, at 12:12 PM by 23.255.228.67 -
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* [[http://apmonitor.com/online/view_pass.php?f=ipm.apm|Problem 2 MATLAB Solution with BPOPT Solver]]
* [[http://apmonitor.com/online/view_pass.php?f=ipm.apm|Problem 2 Online Solution with IPOPT Solver]]
March 31, 2014, at 12:08 PM by 23.255.228.67 -
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* [[Attach:interior_point_lecture.pdf|Interior Point Method Notes]]
to:
* [[Attach:interior_point_lecture.pdf|Interior Point Method Lecture Notes]]
March 31, 2014, at 11:55 AM by 23.255.228.67 -
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!!!! Additional Interior Point Exercises

Two exercises involve setting up and solving nonlinear programming problems with the interior point method. The following animations demonstrate how the barrier term influences the objective contours. As the value of the barrier term (mu) decreases, the contours of the barrier problem approach the original objective contours.

* [[Attach:interior_point_hw.pdf|Interior Point Method Worksheet
]]
to:
!!!! Interior Point Homework

Two exercises involve setting up and solving nonlinear programming problems with the interior point method.

* [[Attach:interior_point_hw.pdf|Interior Point Method Homework
]]
Added lines 28-29:

The following animations demonstrate how the barrier term influences the objective contours. As the value of the barrier term (mu) decreases, the contours of the barrier problem approach the original objective contours.
March 31, 2014, at 11:28 AM by 23.255.228.67 -
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Interior point methods are best suited for very large-scale problems with many degrees of freedom (design variables). Interior point methods are also the simplest to code into a mathematical program. We will work with interior point methods to investigate the algorithmic details of constrained optimization.
to:
* [[Attach:interior_point_example1.pdf|Interior Point Method Example 1]]
* [[Attach:interior_point_example2.pdf|Interior Point Method Example 2]]
* [[Attach:interior_point_example3.pdf|Interior Point Method Example 3]]
* [[Attach:interior_point_example4
.pdf|Interior Point Method Example 4]]

Interior point methods are best suited for very large-scale problems with many degrees of freedom (design variables). Interior point methods are also relatively simple
to code into a mathematical program. We will work with interior point methods to investigate the algorithmic details of constrained optimization.
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The difficulty of the last few assignments has been reduced to allow time for work on the [[Main/SolverProject|Final Project]]. Please use the additional time this week to develop a project scope.
to:
The difficulty of the last few assignments has been reduced to allow time for work on the [[Main/SolverProject|Final Project]]. Please use the additional time this week to develop your project.
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!!!! Interior Point Exercises
to:
!!!! Additional Interior Point Exercises
March 19, 2014, at 11:16 PM by 23.255.228.67 -
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* [[Attach:interior_point_hw.pdf|Interior Point Method Homework]]
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-> Attach:barrier_contour.gif

* [[Attach:create_animation.zip|Create an Animated Contour Plot with Python on Windows OS
]]
to:
----

!!!! Interior Point Exercises

Two exercises involve setting up and solving nonlinear programming problems with the interior point method. The following animations demonstrate how the barrier term influences the objective contours. As the value of the barrier term (mu) decreases, the contours of the barrier problem approach the original objective contours.

* [[Attach:interior_point_hw.pdf|Interior Point Method Worksheet
]]

----

-> Attach:barrier_contour_hw1.gif

* [[Attach:create_animation_hw1.zip|Source Code for this Animated Contour Plot with Python on Windows OS]]

----

-> Attach:barrier_contour.gif

* [[Attach:create_animation.zip|Source Code for this Animated Contour Plot with Python on Windows OS]]
October 11, 2013, at 11:38 AM by 128.187.97.19 -
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Interior point methods are best suited for very large-scale problems with many degrees of freedom (design variables). Interior point methods are also the simplest to code into a mathematical program. We will work with interior point methods to investigate the algorithmic details of constrained optimization.

# A. W├Ąchter and L. T. Biegler, On the Implementation of an Interior-Point Filter Line-Search Algorithm for Large-Scale Nonlinear Programming, Mathematical Programming 106(1), pp. 25-57, 2006. [[http://cepac.cheme.cmu.edu/pasilectures/biegler/ipopt.pdf|Download PDF]]
March 29, 2013, at 11:41 PM by 69.169.188.188 -
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* [[Attach:interior_point_lecture.pdf|Interior Point Method Notes]]
March 26, 2013, at 09:31 PM by 69.169.188.188 -
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* [[Attach:create_animation.zip|Create An Animated Contour Plot with Python on Windows OS]]
to:
* [[Attach:create_animation.zip|Create an Animated Contour Plot with Python on Windows OS]]
March 26, 2013, at 09:31 PM by 69.169.188.188 -
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* [[Attach:create_animation.zip|Create An Animated Contour Plot in Windows]]
to:
* [[Attach:create_animation.zip|Create An Animated Contour Plot with Python on Windows OS]]
March 26, 2013, at 09:30 PM by 69.169.188.188 -
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* [[Attach:create_animation.zip|Create An Animated Contour Plot in Windows]]
March 24, 2013, at 07:14 AM by 69.169.188.188 -
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The difficulty of the last few assignments has been reduced to allow time for work on the [[Main/SolverProject|Final Project]]. Please use the additional time this week to develop a project scope.
March 23, 2013, at 02:43 PM by 69.169.188.188 -
March 23, 2013, at 02:18 PM by 69.169.188.188 -
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(:title Interior Point Methods:)
(:keywords Interior Point Method, Lagrange Multiplier, Optimization, Constraint, Nonlinear Programming:)
(:description Homework on Interior Point Methods for Nonlinear Programming including a number of exercises.:)

Interior point methods or barrier methods are a certain class of algorithms to solve linear and nonlinear convex optimization problems. Violation of inequality constraints are prevented by augmenting the objective function with a barrier term that causes the optimal unconstrained value to be in the feasible space.

* [[Attach:interior_point_hw.pdf|Interior Point Method Homework]]

-> Attach:barrier_contour.gif

----

Attach:group50.png This assignment can be completed in groups of two. Additional guidelines on individual, collaborative, and group assignments are provided under the [[Main/CourseStandards | Expectations link]].

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