Primal-Dual Interior Point Method(with Box constraint)
$$\begin{aligned}
\text{min}&,\boldsymbol{c}\cdot\boldsymbol{x}\\
\text{s.t.}&,\begin{cases}
{\boldsymbol{A}_e\boldsymbol{x}=\boldsymbol{b}_e}\\
{\boldsymbol{A}_i\boldsymbol{x}+\boldsymbol{s}=\boldsymbol{b}_i}\\
{\boldsymbol{x}+\boldsymbol{t}=\boldsymbol{u}}\\
{x_i\ge 0,s_i\ge 0,t_i\ge 0}
\end{cases}
\end{aligned}$$
Lagrangian is as follows.
$$L=\boldsymbol{c}\cdot\boldsymbol{x}-\boldsymbol{y}_e\cdot\left(\boldsymbol{A}_e\boldsymbol{x}-\boldsymbol{b}_e\right)-\boldsymbol{y}_i\cdot\left(\boldsymbol{A}_i\boldsymbol{x}+\boldsymbol{s}-\boldsymbol{b}_i\right)-\boldsymbol{z}_x\cdot\boldsymbol{x}-\boldsymbol{z}_s\cdot\boldsymbol{s}-\boldsymbol{z}_t\cdot\left(\boldsymbol{u}-\boldsymbol{x}-\boldsymbol{t}\right)$$
KKT condition is as follows.
$$\begin{cases}
{\boldsymbol{c}-\boldsymbol{A}_e^T\boldsymbol{y}_e-\boldsymbol{A}_i^T\boldsymbol{y}_i-\boldsymbol{z}_x+\boldsymbol{z}_t=\boldsymbol{0}}\\
{\boldsymbol{A}_e\boldsymbol{x}-\boldsymbol{b}_e=\boldsymbol{0}}\\
{\boldsymbol{A}_i\boldsymbol{x}+\boldsymbol{s}-\boldsymbol{b}_i=\boldsymbol{0}}\\
{-\boldsymbol{y}_i-\boldsymbol{z}_s=\boldsymbol{0}}\\
{\boldsymbol{Z}_x\boldsymbol{x}=\boldsymbol{0}}\\
{\boldsymbol{Z}_s\boldsymbol{s}=\boldsymbol{0}}\\
{\boldsymbol{Z}_t\boldsymbol{t}=\boldsymbol{0}}\\
{x_i\ge 0,s_i\ge 0,t_i\ge 0,z_{xi}\ge 0,z_{si}\ge 0,z_{ti}\ge 0}
\end{cases}$$
Set initial value of $\boldsymbol{x}$ , $\boldsymbol{s}$ , $\boldsymbol{t}$ , $\boldsymbol{y}_e$ , $\boldsymbol{y}_i$ , $\boldsymbol{z}_x$ , $\boldsymbol{z}_s$ and $\boldsymbol{z}_t$ as
$$\begin{cases}
{\boldsymbol{x}=s_0\boldsymbol{e}}\\
{\boldsymbol{s}=s_0\boldsymbol{e}}\\
{\boldsymbol{t}=s_0\boldsymbol{e}}\\
{\boldsymbol{y}_e=\boldsymbol{0}}\\
{\boldsymbol{y}_i=\boldsymbol{0}}\\
{\boldsymbol{z}_x=s_0\boldsymbol{e}}\\
{\boldsymbol{z}_s=s_0\boldsymbol{e}}\\
{\boldsymbol{z}_t=s_0\boldsymbol{e}}
\end{cases}$$
then, $s_0$ is a large number like $1000$ .
Residual vector is
$$\begin{cases}
{\boldsymbol{r}_{dx}=\boldsymbol{c}-\boldsymbol{A}_e^T\boldsymbol{y}_e-\boldsymbol{A}_i^T\boldsymbol{y}_i-\boldsymbol{z}_x+\boldsymbol{z}_t}\\
{\boldsymbol{r}_{ds}=-\boldsymbol{y}_i-\boldsymbol{z}_s}\\
{\boldsymbol{r}_{dt}=\boldsymbol{u}-\boldsymbol{x}-\boldsymbol{t}}\\
{\boldsymbol{r}_{pe}=\boldsymbol{A}_e\boldsymbol{x}-\boldsymbol{b}_e}\\
{\boldsymbol{r}_{pi}=\boldsymbol{A}_i\boldsymbol{x}+\boldsymbol{s}-\boldsymbol{b}_i}\\
{\boldsymbol{r}_{cx}=\sigma\mu\boldsymbol{e}-\boldsymbol{Z}_x\boldsymbol{x}}\\
{\boldsymbol{r}_{cs}=\sigma\mu\boldsymbol{e}-\boldsymbol{Z}_s\boldsymbol{s}}\\
{\boldsymbol{r}_{ct}=\sigma\mu\boldsymbol{e}-\boldsymbol{Z}_t\boldsymbol{t}}
\end{cases}$$
and solve bellow.
$$\begin{cases}
{\boldsymbol{A}_e^Td\boldsymbol{y}_e+\boldsymbol{A}_i^Td\boldsymbol{y}_i+d\boldsymbol{z}_x-d\boldsymbol{z}_t}=\boldsymbol{r}_{dx}\\
{d\boldsymbol{y}_i+d\boldsymbol{z}_s=\boldsymbol{r}_{ds}}\\
{d\boldsymbol{x}+d\boldsymbol{t}=\boldsymbol{r}_{dt}}\\
{-\boldsymbol{A}_ed\boldsymbol{x}=\boldsymbol{r}_{pe}}\\
{-\boldsymbol{A}_id\boldsymbol{x}-d\boldsymbol{s}=\boldsymbol{r}_{pi}}\\
{\boldsymbol{Z}_xd\boldsymbol{x}+\boldsymbol{X}d\boldsymbol{z}_x=\boldsymbol{r}_{cx}}\\
{\boldsymbol{Z}_sd\boldsymbol{s}+\boldsymbol{S}d\boldsymbol{z}_s=\boldsymbol{r}_{cs}}\\
{\boldsymbol{Z}_td\boldsymbol{t}+\boldsymbol{T}d\boldsymbol{z}_t=\boldsymbol{r}_{ct}}
\end{cases}$$
First, solve equation of $\boldsymbol{y}_e$ and $\boldsymbol{y}_i$ .
$$\left(\begin{array}{c|c}
\boldsymbol{A}_e\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\boldsymbol{A}_e^T &
\boldsymbol{A}_e\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\boldsymbol{A}_i^T \\
\hline
\boldsymbol{A}_i\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\boldsymbol{A}_e^T &
\boldsymbol{A}_i\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\boldsymbol{A}_i^T+\boldsymbol{Z}_s\boldsymbol{S}
\end{array}\right)
\left(\begin{array}{c}
d\boldsymbol{y}_e \\
\hline d\boldsymbol{y}_i
\end{array}\right)=
\left(\begin{array}{c}
-\boldsymbol{r}_{pe}-\boldsymbol{A}_e\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\left[\boldsymbol{r}_{cx}-\boldsymbol{X}\left\{\boldsymbol{r}_{dx}+\boldsymbol{T}^{-1}\left(\boldsymbol{r}_{ct}-\boldsymbol{Z}_t\boldsymbol{r}_{dt}\right)\right\}\right] \\
\hline
-\boldsymbol{r}_{pi}-\boldsymbol{A}_i\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\left[\boldsymbol{r}_{cx}-\boldsymbol{X}\left\{\boldsymbol{r}_{dx}+\boldsymbol{T}^{-1}\left(\boldsymbol{r}_{ct}-\boldsymbol{Z}_t\boldsymbol{r}_{dt}\right)\right\}\right]-\boldsymbol{Z}_s^{-1}\left(\boldsymbol{r}_{cs}-\boldsymbol{S}\boldsymbol{r}_{ds}\right)
\end{array}\right)$$
Next, solve equations of $\boldsymbol{x}$ , $\boldsymbol{s}$ , $\boldsymbol{t}$ , $\boldsymbol{z}_t$ , $\boldsymbol{z}_s$ and $\boldsymbol{z}_x$ .
$$\begin{cases}
{d\boldsymbol{x}=\left(\boldsymbol{Z}_x+\boldsymbol{X}\boldsymbol{T}^{-1}\boldsymbol{Z}_t\right)^{-1}\left[\boldsymbol{r}_{cx}-\boldsymbol{X}\left\{\boldsymbol{r}_{dx}-\boldsymbol{A}_e^Td\boldsymbol{y}_e-\boldsymbol{A}_i^Td\boldsymbol{y}_i+\boldsymbol{T}^{-1}\left(\boldsymbol{r}_{ct}-\boldsymbol{W}\boldsymbol{r}_{dt}\right)\right\}\right]}\\
{d\boldsymbol{s}=\boldsymbol{Z}_s^{-1}\left\{\boldsymbol{r}_{cs}-\boldsymbol{S}\left(\boldsymbol{r}_{ds}-d\boldsymbol{y}_i\right)\right\}}\\
{d\boldsymbol{t}=\boldsymbol{r}_{dt}-d\boldsymbol{x}}\\
{d\boldsymbol{z}_t=\boldsymbol{T}^{-1}\left(\boldsymbol{r}_{ct}-\boldsymbol{Z}_td\boldsymbol{t}\right)}\\
{d\boldsymbol{z}_s=\boldsymbol{r}_{ds}-d\boldsymbol{y}_i}\\
{d\boldsymbol{z}_x=\boldsymbol{X}^{-1}\left(\boldsymbol{r}_{cx}-\boldsymbol{Z}_xd\boldsymbol{x}\right)}
\end{cases}$$
Get step size $\alpha$ as follows.
$$\alpha=\text{min}\left\{\tau\alpha_x,\tau\alpha_s,\tau\alpha_t,\tau\alpha_{zx},\tau\alpha_{zs},\tau\alpha_{zt},1\right\}$$
and
$$\alpha_*=\underset{d*_i<0}{\text{min}}\left\{-\frac{*_i}{d*_i}\right\}.$$
Update $\boldsymbol{x}$ , $\boldsymbol{s}$ , $\boldsymbol{t}$ , $\boldsymbol{y}_e$ , $\boldsymbol{y}_i$ , $\boldsymbol{z}_x$ , $\boldsymbol{z}_s$ and $\boldsymbol{z}_t$ with
$$\boldsymbol{*}+=\alpha d\boldsymbol{*}.$$
Calculate above flow from residual vector again, until match optimal criteria.