Asymptotic analysis of the exponential penalty trajectory in linear programming

DOI10.1007/BF01582220zbMath0833.90081OpenAlexW1982143037MaRDI QIDQ1341567

Publication date: 5 January 1995

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

Full work available at URL: https://doi.org/10.1007/bf01582220

zbMATH Keywords

asymptotic expansion logarithmic barrier function interior point methods exponential penalty function optimal trajectory

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)

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Cites Work