I want to learn about the interior point methods. I started with the wiki http://en.wikipedia.org/wiki/Interior_point_method. However, I am having difficulty grasping the idea behind it. Can anyone provide me good links, video tutorials or pointers that can help me understand it?
Stephen Boyd's lecture notes on convex optimization are a great starting point:
(Lecture 12 here: http://www.stanford.edu/class/ee364a/lectures.html)
Combine that with the textbook (free available here: http://www.stanford.edu/~boyd/cvxbook/) and the corresponding video lectures (http://www.stanford.edu/class/ee364a/videos.html) and you should be good to go.