Lecture 19: Interior-Point Methods (Cont.)
In these methods, a feasibility method or a phase one method, the job is to figure out whether a set of convex inequalities and equalities is feasible or not. So that’s – and this is sort of the very traditional way, where you divide it into a phase one and the phase two. ... See the whole transcript at [[http://see.stanford.edu/materials/lsocoee364a/transcripts/ConvexOptimizationI-Lecture19.pdf|Convex Optimization I - Lecture 19]]