An affine scaling method using a class of differential barrier functions: primal approach
Affiliation auteurs | Affiliation ok |
Titre | An affine scaling method using a class of differential barrier functions: primal approach |
Type de publication | Journal Article |
Year of Publication | Submitted |
Auteurs | Barbara A |
Journal | OPTIMIZATION |
Type of Article | Article; Early Access |
ISSN | 0233-1934 |
Mots-clés | concave gauge, differential barrier, interior point methods, linear programs, primal algorithm |
Résumé | 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. |
DOI | 10.1080/02331934.2020.1812606, Early Access Date = {SEP 2020 |