LINE SEARCH TECHNIQUES FOR THE LOGARITHMIC BARRIER FUNCTION IN QUADRATIC-PROGRAMMING
In this paper, we propose a line-search procedure for the logarithmic barrier function in the context of an interior point algorithm for convex quadratic programming. Preliminary testing shows that the proposed procedure is superior to some other linesearch methods developed specifically for the log...
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| Format: | article |
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2020
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/2494/1/line_search_techniques_for_the_logarithm_bendaya_isi_a1995qk46000005.pdf |
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| Summary: | In this paper, we propose a line-search procedure for the logarithmic barrier function in the context of an interior point algorithm for convex quadratic programming. Preliminary testing shows that the proposed procedure is superior to some other linesearch methods developed specifically for the logarithmic barrier function in the literature. |
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