Computational Mathematics for Learning and Data An...
Software and support material
Barrier Methods - Practice (Antonio Frangioni)
MATLAB implementation of the Primal-Dual (feasible) Interior-Point method for Box-Constrained Quadratic Programs. Crucial point: cleanly documenting the formulae, numerical stability, exploiting structure as much as possible. Behavior on instances of growing size, comparison with other methods (Dual Ascent). Wrap-up of the course.