A logarithm barrier method for linear programming

DOI10.1080/00207169908804882zbMath0949.65062OpenAlexW1996101393MaRDI QIDQ4935392

Gianfranco Corradi

Publication date: 5 December 2000

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169908804882

zbMATH Keywords

algorithmunconstrained optimizationlinear programmingnumerical resultsinterior point methodpenalty functioncubic convergencelogarithm barrier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Cites Work

• Unnamed Item
• Computational experience with a primal-dual interior point method for linear programming
• Numerical experiments with the symmetric affine scaling algorithm on degenerate linear programming problema
• On the Implementation of a Primal-Dual Interior Point Method
• An algorithm for unconstrained optimization
• Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
• Higher order derivatives in optimization methods

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