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LINE SEARCH TECHNIQUES FOR THE LOGARITHMIC BARRIER FUNCTION IN QUADRATIC-PROGRAMMING

Bendaya, M. LINE SEARCH TECHNIQUES FOR THE LOGARITHMIC BARRIER FUNCTION IN QUADRATIC-PROGRAMMING. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 46. pp. 332-338.

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Abstract

In this paper, we propose a line-search procedure for the logarithmic barrier function in the context of an interior point algorithm for convex quadratic programming. Preliminary testing shows that the proposed procedure is superior to some other linesearch methods developed specifically for the logarithmic barrier function in the literature.



Item Type:Article
Date Type:Publication
Subjects:Systems
Divisions:College Of Computer Sciences and Engineering > Systems Engineering Dept
Creators:Bendaya, M.
Email:bendaya@kfupm.edu.sa
ID Code:2494
Deposited By:MR. ATIQ WALIULLAH SIDDIQUI
Deposited On:14 Jun 2008 14:03
Last Modified:12 Apr 2011 13:13

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