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?
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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.
