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RESEARCH PRODUCT
An affine scaling method using a class of differential barrier functions: primal approach
Abdessamad Barbarasubject
Large classconcave gaugeClass (set theory)Pure mathematics021103 operations researchControl and Optimizationinterior point methodsApplied Mathematicsdifferential barrier0211 other engineering and technologies02 engineering and technologyManagement Science and Operations Research01 natural sciencesprimal algorithm010101 applied mathematicsAffine scalinglinear programs[MATH]Mathematics [math]0101 mathematicsInterior point methodDifferential (mathematics)Mathematicsdescription
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.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2020-09-08 | Optimization |