Extension of a projective interior point method for linearly constrained convex programming

2007 ◽  
Vol 193 (2) ◽  
pp. 553-559 ◽  
Author(s):  
Z. Kebbiche ◽  
A. Keraghel ◽  
A. Yassine
Keyword(s):  
Convex Programming ◽  
Interior Point ◽  
Interior Point Method ◽  
Point Method ◽  
Linearly Constrained Convex Programming ◽  
Linearly Constrained

scholarly journals A weighted logarithmic barrier interior-point method for linearly constrained optimization

2021 ◽  
Vol 66 (4) ◽  
pp. 783-792
Author(s):  
Selma Lamri ◽  
◽  
Bachir Merikhi ◽  
Mohamed Achache ◽  
◽  
...  
Keyword(s):  
Constrained Optimization ◽  
Interior Point ◽  
Interior Point Method ◽  
Optimization Problems ◽  
Point Method ◽  
Step Size ◽  
Positive Vector ◽  
Tangent Method ◽  
Linearly Constrained ◽  
Logarithmic Barrier

In this paper, a weighted logarithmic barrier interior-point method for solving the linearly convex constrained optimization problems is presented. Unlike the classical central-path, the barrier parameter associated with the per- turbed barrier problems, is not a scalar but is a weighted positive vector. This modi cation gives a theoretical exibility on its convergence and its numerical performance. In addition, this method is of a Newton descent direction and the computation of the step-size along this direction is based on a new e cient tech- nique called the tangent method. The practical e ciency of our approach is shown by giving some numerical results.

A Practical Interior-Point Method for Convex Programming

1995 ◽  
Vol 5 (1) ◽  
pp. 149-171 ◽  
Author(s):  
Florian Jarre ◽  
Michael A. Saunders
Keyword(s):  
Convex Programming ◽  
Interior Point ◽  
Interior Point Method ◽  
Point Method

A first-order interior-point method for linearly constrained smooth optimization

2009 ◽  
Vol 127 (2) ◽  
pp. 399-424 ◽  
Author(s):  
Paul Tseng ◽  
Immanuel M. Bomze ◽  
Werner Schachinger
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Point Method ◽  
First Order ◽  
Linearly Constrained ◽  
Smooth Optimization
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