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

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
Subjects: Systems
Department: College of Computing and Mathematics > lndustrial and Systems Engineering
Depositing User: MR. ATIQ WALIULLAH SIDDIQUI
Date Deposited: 14 Jun 2008 11:03
Last Modified: 01 Nov 2019 13:44
URI: https://eprints.kfupm.edu.sa/id/eprint/2494