The convergence of a modified barrier method for convex programming

DOI10.1147/rd.383.0307zbMath0820.90083MaRDI QIDQ4320797

Roman A. Polyak, David L. Jensen

Publication date: 2 February 1995

Published in: IBM Journal of Research and Development (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1147/rd.383.0307

zbMATH Keywords

degeneracy; modified barrier function mehod

Mathematics Subject Classification ID

90C25: Convex programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

65C99: Probabilistic methods, stochastic differential equations

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