The convergence of a modified barrier method for convex programming

DOI10.1147/RD.383.0307MaRDI QIDQ4320797zbMATH OpenOpenAlexFDO

Authors David L. Jensen, Roman A. Polyak

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

degeneracymodified barrier function mehod

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Convex programming (90C25)

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Cited in

(18)

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• A modification of the barrier-function method
• Scaling, shifting and weighting in interior-point methods
• Nonlinear rescaling and proximal-like methods in convex optimization
• Two properties of condition numbers for convex programs via implicitly defined barrier functions
• An adaptive barrier method for convex programming
• The Newton modified barrier method for QP problems
• Support vector machine via nonlinear rescaling method
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
• The Legendre transformation in modern optimization
• scientific article; zbMATH DE number 4164578 (Why is no real title available?)
• Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions
• Some Convergence Properties of the Modified Log Barrier Method for Linear Programming
• A shifted primal-dual penalty-barrier method for nonlinear optimization
• scientific article; zbMATH DE number 6027003 (Why is no real title available?)
• A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
• Dual convergence of the proximal point method with Bregman distances for linear programming
• One modification of the logarithmic barrier function method in linear and convex programming

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