Question: Write python code for the barrier algorithm as outlined in the course text. More precisely, create a single . py file containing python functions for
Write python code for the barrier algorithm as outlined in the
course text.
More precisely, create a single py file containing python functions for each of the following algorithms:
backtracking line search
KKT system builder and solver
Newtons method for equality constrained problems using
previous two functions.
You can use feasible start Newtons method.
Barrier method whose centering step uses your Newtons
method code.
Refer to text for pseudocode for the algorithms.
Note: You may only import the libraries jax.numpy and jax for part
Using other libraries or functions which trivialize the
codeproblem will be marked down heavily.
Eg dont just import and use cvxpy
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