Question: Interior point method: Prove that the interior point method converges to the optimal solution by means of sequence analysis. The theorem must be proved: Theorem

Interior point method: Prove that the interior point method converges to the optimal solution by means of sequence analysis. The theorem must be proved: Theorem 1: Let x_k a sequence generated by the interior point iteration, then any accumulation point or limit point is a solution to the optimization problem:

Interior point method: Prove that the interior

where Interior point method: Prove that the interior

mn s.t. reX X CRM mn s.t. reX X CRM

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