Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming / Popov L. D. // PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS. - 2009. - V. 266, l. 1. - P. S205-S217.

ISSN/EISSN:

0081-5438 / 1531-8605

Type:

Article

Abstract:

A new scheme of the method of inverse barrier functions is proposed for problems of linear and convex programming. The scheme is based on the idea of a parametric shifting of the constraints of the original problem, similarly to what was done in the method of a modified Lagrange function for the usual quadratic penalty function. The description of the method, the proof of its convergence, and the results of numerical experiments are presented.

Author keywords:

mathematical programming; interior penalty methods; barrier functions; Lagrange multipliers; numerical methods

DOI:

10.1134/S0081543809060169

Web of Science ID:

ISI:000268192700016

Соавторы в МНС:

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Другие поля

Поле	Значение
Month	SEP
Publisher	MAIK NAUKA/INTERPERIODICA/SPRINGER
Address	233 SPRING ST, NEW YORK, NY 10013-1578 USA
Language	English
EISSN	1531-8605
Research-Areas	Mathematics
Web-of-Science-Categories	Mathematics, Applied; Mathematics
Author-Email	popld@imm.uran.ru
Number-of-Cited-References	14
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	6
Journal-ISO	Proc. Steklov Inst. Math.
Doc-Delivery-Number	473FY