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Bulletin of the American Mathematical Society
Bulletin of the American Mathematical Society
ISSN 1088-9485(online) ISSN 0273-0979(print)

The interior-point revolution in optimization: History, recent developments, and lasting consequences


Author: Margaret H. Wright
Journal: Bull. Amer. Math. Soc. 42 (2005), 39-56
MSC (2000): Primary 49M37, 65K05, 90C30
Published electronically: September 21, 2004
MathSciNet review: 2115066
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Abstract: Interior methods are a pervasive feature of the optimization landscape today, but it was not always so. Although interior-point techniques, primarily in the form of barrier methods, were widely used during the 1960s for problems with nonlinear constraints, their use for the fundamental problem of linear programming was unthinkable because of the total dominance of the simplex method. During the 1970s, barrier methods were superseded, nearly to the point of oblivion, by newly emerging and seemingly more efficient alternatives such as augmented Lagrangian and sequential quadratic programming methods. By the early 1980s, barrier methods were almost universally regarded as a closed chapter in the history of optimization.

This picture changed dramatically in 1984, when Narendra Karmarkar announced a fast polynomial-time interior method for linear programming; in 1985, a formal connection was established between his method and classical barrier methods. Since then, interior methods have continued to transform both the theory and practice of constrained optimization. We present a condensed, unavoidably incomplete look at classical material and recent research about interior methods.


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Additional Information

Margaret H. Wright
Affiliation: Computer Science Department, Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, New York 10012
Email: mhw@cs.nyu.edu

DOI: http://dx.doi.org/10.1090/S0273-0979-04-01040-7
PII: S 0273-0979(04)01040-7
Received by editor(s): July 9, 2004
Received by editor(s) in revised form: August 17, 2004
Published electronically: September 21, 2004
Additional Notes: Lecture presented at the AMS Special Session on Current Events, Joint Mathematics Meetings, Phoenix, AZ, January 9, 2004
Article copyright: © Copyright 2004 American Mathematical Society