Logarithmic SUMT limits in convex programming (Q5930727)
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scientific article; zbMATH DE number 1590537
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English | Logarithmic SUMT limits in convex programming |
scientific article; zbMATH DE number 1590537 |
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Logarithmic SUMT limits in convex programming (English)
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22 May 2002
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The authors give a comprehensive overview of the theory of sequential unconstrained minimization techniques (SUMT) with a logarithmic barrier function. Moreover some gaps in the theory are closed. Fully worked out examples are given to illustrate especially the convergence of SUMT-trajectories to an optimal point.
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logarithmic barrier function
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interior point method
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sequential unconstrained minimization
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SUMT
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