Some properties of the Hessian of the logarithmic barrier function

DOI10.1007/BF01582224zbMath0820.90103MaRDI QIDQ1341572

Margaret H. Wright

Publication date: 5 January 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorizationlogarithmic barrier functioninterior methodsbarrier Hessian

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (6)

Detecting ``dense columns in interior point methods for linear programs ⋮ The interior-point revolution in optimization: History, recent developments, and lasting consequences ⋮ Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems ⋮ Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming. ⋮ Local behavior of the Newton method on two equivalent systems from linear programming ⋮ The Cholesky factorization in interior point methods

Cites Work

• A new polynomial-time algorithm for linear programming
• A New Modified Cholesky Factorization
• A note on the computation of an orthonormal basis for the null space of a matrix
• Path-Following Methods for Linear Programming
• A Barrier Method for Large-Scale Constrained Optimization
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