Build a simple interior point solver for a linear program in standard form. Your code should cope with at least 30 variables and at least 10 linear constraints. You can assume that constraints are not redundant (so no need to preprocess them), and that the problem is feasible. You may use whatever linear algebra solver strikes your fancy (you don't have to write this) but you should do the root finding and steplength stuff yourself. Nocedal and Wright Ch. 14 is a fantastic guide; I was able to download the pdf from inside the UIUC firewall using the following link: Nocedal and Wright link at Springer. If this doesn't work for you, check you're inside UIUC or try downloading from library. Use your code base to answer the following questions.
This is a broad MP intended to be educational. I will grade on quality of experimental concept and of argument from data. Submit PDF's by 31 Mar. Email them to Xiaoming at xz23@illinois.edu, with "CS544" in the header