Impproving the rate of convergence of the logarithmic barrier function method

DOI10.1080/02331939508844152zbMath0874.90158OpenAlexW2087564312MaRDI QIDQ4351191

Richard J. Caron, Wiesława T. Obuchowska

Publication date: 27 August 1997

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844152

zbMATH Keywords

rate of convergencelogarithmic barrier functionsmooth convex programmingpredictor-corrector version

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Cites Work

• Unnamed Item
• A new polynomial-time algorithm for linear programming
• A reduced gradient method for quadratic programs with quadratic constraints and \(l_ p-\)constrained \(l_ p-\)approximation problems
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• On the convergence of the method of analytic centers when applied to convex quadratic programs
• A variation on Karmarkar’s algorithm for solving linear programming problems
• A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming
• A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
• Controlled perturbations for quadratically constrained quadratic programs
• Convex Analysis

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