An affine scaling method using a class of differential barrier functions: primal approach

Affiliation auteursAffiliation ok
TitreAn affine scaling method using a class of differential barrier functions: primal approach
Type de publicationJournal Article
Year of PublicationSubmitted
AuteursBarbara A
JournalOPTIMIZATION
Type of ArticleArticle; Early Access
ISSN0233-1934
Mots-clésconcave 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.

DOI10.1080/02331934.2020.1812606, Early Access Date = {SEP 2020