Impproving the rate of convergence of the logarithmic barrier function method

DOI10.1080/02331939508844152MaRDI QIDQ4351191zbMATH OpenOpenAlexFDO

Authors Richard J. Caron, W. T. Obuchowska

Publication date 27 August 1997

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939508844152

zbMATH Keywords

logarithmic barrier functionpredictor-corrector versionrate of convergencesmooth convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
• A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming
• A new polynomial-time algorithm for linear programming
• A reduced gradient method for quadratic programs with quadratic constraints and \(l_ p-\)constrained \(l_ p-\)approximation problems
• A variation on Karmarkar’s algorithm for solving linear programming problems
• Controlled perturbations for quadratically constrained quadratic programs
• Convex Analysis
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• On the convergence of the method of analytic centers when applied to convex quadratic programs

Cited in

(3)

• scientific article; zbMATH DE number 1568994 (Why is no real title available?)
• On the convergence of the Newton/log-barrier method
• On the superlinear convergence order of the logarithmic barrier algorithm

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