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 SUPPL.. - P. S108-S119.

ISSN:

00815438

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. © 2008 Pleiades Publishing, Ltd.

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Index keywords:

нет данных

DOI:

10.1134/S0081543808060114

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https://www.scopus.com/inward/record.uri?eid=2-s2.0-60949099612&doi=10.1134%2fS0081543808060114&partnerID=40&md5=8d5fc409dc9544bf52bf07572db91b20

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Link	https://www.scopus.com/inward/record.uri?eid=2-s2.0-60949099612&doi=10.1134%2fS0081543808060114&partnerID=40&md5=8d5fc409dc9544bf52bf07572db91b20
Affiliations	Institute of Mathematics and Mechanics, Ural Division, Russian Academy of Sciences, ul. S. Kovalevskoi 16, Yekaterinburg, 620219, Russian Federation
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Correspondence Address	Popov, L. D.; Institute of Mathematics and Mechanics, Ural Division, Russian Academy of Sciences, ul. S. Kovalevskoi 16, Yekaterinburg, 620219, Russian Federation
Language of Original Document	English
Abbreviated Source Title	Proc. Steklov Inst. Math.
Source	Scopus