Ragnar Frisch and interior-point methods
Olav Bjerkholt and Sjur Didrik Flåm
Published in Optimization Letters, October 2014
The distinguished econometrician Ragnar Frisch (1895–1973) also played an important role in optimization theory. In fact, he was a pioneer of interior-point methods. This note reconsiders his contribution, relating it to history and modern developments.