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An affine scaling method using a class of differential barrier functions: primal approach
- Source :
- Optimization, Optimization, Taylor & Francis, 2020, pp.1-40. ⟨10.1080/02331934.2020.1812606⟩
- Publication Year :
- 2020
- Publisher :
- Informa UK Limited, 2020.
-
Abstract
- International audience; In this paper we propose a family of affine scaling interior point algorithms, called galpv4, using a primal approach, based on a large class of differential barrier functions. We show that these algorithms are in fact an extension and generalization of the classical affine scaling algorithm based on the well-known log barrier function. After carrying out a complete convergence analysis, we select some of these algorithms for comparison with the classical affine scaling algorithm, performed with the help of the familiar Netlib test set.
- Subjects :
- Large class
concave gauge
Class (set theory)
Pure mathematics
021103 operations research
Control and Optimization
interior point methods
Applied Mathematics
differential barrier
0211 other engineering and technologies
02 engineering and technology
Management Science and Operations Research
01 natural sciences
primal algorithm
010101 applied mathematics
Affine scaling
linear programs
[MATH]Mathematics [math]
0101 mathematics
Interior point method
Differential (mathematics)
Mathematics
Subjects
Details
- ISSN :
- 10294945 and 02331934
- Volume :
- 71
- Database :
- OpenAIRE
- Journal :
- Optimization
- Accession number :
- edsair.doi.dedup.....db3c694930e236e2edb78cea7854260d