Logarithmic SUMT limits in convex programming

DOI10.1007/PL00011416MaRDI QIDQ5930727zbMATH OpenFDO

Authors Garth P. McCormick, Christoph Witzgall

Publication date 22 May 2002

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/PL00011416

zbMATH Keywords

interior point methodlogarithmic barrier functionsequential unconstrained minimizationSUMT

Mathematics Subject Classification ID

Convex programming (90C25) Methods of reduced gradient type (90C52)

Review text

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.

Recommendations

• The Projective SUMT Method for Convex Programming
• Perturbed variations of penalty function methods. Example: Projective SUMT
• A logarithm barrier function method
• On Long Step Path Following and SUMT for Linear and Quadratic Programming
• scientific article; zbMATH DE number 46305

Cited in

(5)

• Trajectory-following methods for large-scale degenerate convex quadratic programming
• On some properties and an application of the logarithmic barrier method
• Perturbed variations of penalty function methods. Example: Projective SUMT
• Limiting behavior of the central path in semidefinite optimization
• Compact FE for unbounded attribute-weighted sums for logspace from SXDH

This page was built for publication: Logarithmic SUMT limits in convex programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5930727)