Interior Point Algorithm for Nonlinear programming

This is an implementation of interior point method for nonlinear programming. It is now part of Mathematica. It is used for solving constrained optimization probems in Mathematica's FindMinimum .

Here is an example of solving a nonlinear programming problem

In[1]:= FindMinimum[{Sin[x]*Cos[y]+Exp[Sin[x]],3x+6y<=20&&x>2&&y>2},{x,y}] 

Out[1]= {1.38947, {x -> 2.66667, y -> 2.}}