One Modification of the Logarithmic Barrier Function Method in Linear and Convex Programming / Popov L. D. // PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS. - 2008. - V. 263, l. 2. - P. S108-S119.

ISSN/EISSN:

0081-5438 / нет данных

Type:

Article

Abstract:

A novel modification of the logarithmic barrier function method is introduced for solving problems of linear and convex programming. The modification is based on a parametric shifting of the constraints of the original problem, similarly to what was done in the method of Wierzbicki-Hestenes-Powell multipliers for the usual quadratic penalty function ( this method is also known as the method of modified Lagrange functions). The new method is described, its convergence is proved, and results of numerical experiments are given.

Author keywords:

нет данных

DOI:

10.1134/S0081543808060114

Web of Science ID:

ISI:000208363700010

Соавторы в МНС:

—

Другие поля

Поле	Значение
Month	DEC
Publisher	MAIK NAUKA/INTERPERIODICA/SPRINGER
Address	233 SPRING ST, NEW YORK, NY 10013-1578 USA
Language	English
Research-Areas	Mathematics
Web-of-Science-Categories	Mathematics, Applied; Mathematics
ORCID-Numbers	Popov, Leonid/0000-0001-8914-3347
Funding-Acknowledgement	Russian Foundation for Basic Research {[}07-01-00399]; Russian Federation {[}NSh.-2081.2008.1]
Funding-Text	This work was supported by the Russian Foundation for Basic Research (project no. 07-01-00399) and by the Program for State Support of Leading Scientific Schools of the Russian Federation (project no. NSh.-2081.2008.1).
Number-of-Cited-References	16
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	6
Journal-ISO	Proc. Steklov Inst. Math.
Doc-Delivery-Number	V23SY