The interior-point method is an algorithmic approach used to solve linear programming problems, as well as certain types of nonlinear programming problems. It was introduced by Karmarkar in the 1980s and has become a popular alternative to the simplex method for large-scale optimization problems.
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An interior-point method solves constrained mathematical optimization problems by maintaining variables in the interiors of their feasible cones or inequality domains. Barrier derivatives are defined there, and damped Newton methods keep subsequent iterates in their domains. A central path gives a family of barrier-regularized optima whose duality gap approaches zero; a conic phase-I problem can supply a strict feasible starting point.