Some Convergence Properties of the Modified Log Barrier Method for Linear Programming

DOI10.1137/0805035MaRDI QIDQ4862780zbMATH OpenOpenAlexFDO

Authors M. J. D. Powell

Publication date 1 July 1996

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0805035

zbMATH Keywords

convergenceinterior point methodsKarush-Kuhn-Tucker conditionslinear programminglog barrier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Recommendations

• scientific article; zbMATH DE number 776089
• One modification of the logarithmic barrier function method in linear and convex programming
• The convergence of a modified barrier method for convex programming
• REMARKS ON POTENTIAL VERSUS BARRIER FUNCTION METHODS FOR LINEAR PROGRAMMING
• A logarithmic barrier approach for linear programming

Cited in

(15)

• On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
• A build-up variant of the logarithmic barrier method for LP
• The convergence of an interior-point method using modified search directions in final iterations
• On controlling the parameter in the logarithmic barrier term for convex programming problems
• The Legendre transformation in modern optimization
• scientific article; zbMATH DE number 4164578 (Why is no real title available?)
• REMARKS ON POTENTIAL VERSUS BARRIER FUNCTION METHODS FOR LINEAR PROGRAMMING
• scientific article; zbMATH DE number 708836 (Why is no real title available?)
• The convergence of a modified barrier method for convex programming
• scientific article; zbMATH DE number 776084 (Why is no real title available?)
• scientific article; zbMATH DE number 776089 (Why is no real title available?)
• scientific article; zbMATH DE number 6027003 (Why is no real title available?)
• Dual convergence of the proximal point method with Bregman distances for linear programming
• Linear programming decomposition via nonlinear rescaling
• One modification of the logarithmic barrier function method in linear and convex programming

This page was built for publication: Some Convergence Properties of the Modified Log Barrier Method for Linear Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4862780)