I am using MATLAB optimization toolbox, in particular for constrained
nonlinear problems. I was wondering if someone wrote code for the
interior point (Karmarkar) method and/or conjugated gradient method.
Is there a matlab function for a primal dual interior point method in
matlab toolbox ?
Is only matlab possible to solve a primal dual interior point method
without using C or Fortran?
I would appreciate any advice regarding this.