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检索条件"主题词=Logarithmic Barrier Function"
37 条 记 录,以下是21-30 订阅
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Maintaining closeness to the analytic center of a polytope by perturbing added hyperplanes
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APPLIED MATHEMATICS AND OPTIMIZATION 1997年 第2期35卷 139-144页
作者: Feijoo, B Sanchez, A Gonzaga, CC UNIV FED RIO DE JANEIRO COPPEDEPT SYST ENGN & COMP SCIBR-21945 RIO JANEIROBRAZIL
In this work we consider a region R in R(n) given by a finite number of linear inequalities and having nonempty interior. We assume a point x degrees is given, which is close in certain norm to the analytic center of ... 详细信息
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logarithmic barrier decomposition methods for semi-infinite programming
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International Transactions in Operational Research 1997年 第4期4卷 285-303页
作者: Kaliski, J. Haglin, D. Roos, C. Terlaky, T. Mankato State University United States Drlft University of Technology Netherlands
A computational study of some logarithmic barrier decomposition algorithms for semi-infinite programming is presented in this paper. The conceptual algorithm is a straightforward adaptation of the logarithmic barrier ... 详细信息
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A logarithmic barrier CUTTING PLANE METHOD FOR CONVEX-PROGRAMMING
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ANNALS OF OPERATIONS RESEARCH 1995年 第2期58卷 69-98页
作者: DENHERTOG, D KALISKI, J ROOS, C TERLAKY, T DELFT UNIV TECHNOL FAC TECH MATH & INFORMAT2600 AJ DELFTNETHERLANDS
The paper presents a logarithmic barrier cutting plane algorithm for convex (possibly non-smooth, semi-infinite) programming. Most cutting plane methods, like that of Kelley, and Cheney and Goldstein, solve a linear a... 详细信息
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WHY A PURE PRIMAL NEWTON barrier STEP MAY BE INFEASIBLE
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SIAM JOURNAL ON OPTIMIZATION 1995年 第1期5卷 1-12页
作者: WRIGHT, MH
Modern barrier methods for constrained optimization are sometimes portrayed conceptually as a sequence of inexact minimizations, with only a very few Newton iterations (perhaps just one) for each value of the barrier ... 详细信息
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ON THE CLASSICAL logarithmic barrier function-METHOD FOR A CLASS OF SMOOTH CONVEX-PROGRAMMING PROBLEMS
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JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 1992年 第1期73卷 1-25页
作者: DENHERTOG, D ROOS, C TERLAKY, T 1. Faculty of Mathematics and Informatics/Computer Science Delft University of Technology Delft Netherlands
In this paper, we describe a natural implementation of the classical logarithmic barrier function method for smooth convex programming. It is assumed that the objective and constraint functions fulfill the so-called r... 详细信息
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PRIMAL DUAL ALGORITHMS FOR LINEAR-PROGRAMMING BASED ON THE logarithmic barrier METHOD
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JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 1994年 第1期83卷 1-26页
作者: JANSEN, B ROOS, C TERLAKY, T VIAL, JP UNIV GENEVA DEPT COMMERCIAL & IND ECONCH-1211 GENEVA 4SWITZERLAND
In this paper, we deal with primal-dual interior point methods for solving the linear programming problem. We present a short-step and a long-step path-following primal-dual method and derive polynomial-time bounds fo... 详细信息
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A logarithmic barrier function ALGORITHM FOR QUADRATICALLY CONSTRAINED CONVEX QUADRATIC PROGRAMMING
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SIAM JOURNAL ON OPTIMIZATION 1991年 第2期1卷 252-267页
作者: Goldfarb, Donald Liu, Shucheng Wang, Siyun Columbia Univ Dept Ind Engn & Operat Res New York NY 10027 USA
An interior point method for quadratically constrained convex quadratic programming is presented that is based on a logarithmic barrier function approach and terminates at a required accuracy of an approximate solutio... 详细信息
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A LONG-STEP barrier METHOD FOR CONVEX QUADRATIC-PROGRAMMING
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ALGORITHMICA 1993年 第5期10卷 365-382页
作者: ANSTREICHER, KM DENHERTOG, D ROOS, C TERLAKY, T DELFT UNIV TECHNOL FAC TECH MATH & COMP SCI2600 AJ DELFTNETHERLANDS
In this paper we propose a long-step logarithmic barrier function method for convex quadratic programming with linear equality constraints. After a reduction of the barrier parameter, a series of long steps along proj... 详细信息
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A POLYNOMIAL METHOD OF APPROXIMATE CENTERS FOR LINEAR-PROGRAMMING
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MATHEMATICAL PROGRAMMING 1992年 第3期54卷 295-305页
作者: ROOS, C VIAL, JP UNIV GENEVA DEPT COMMERICAL & IND ECONCH-1211 GENEVA 4SWITZERLAND
We present a path-following algorithm for the linear programming problem with a surprisingly simple and elegant proof of its polynomial behaviour. This is done both for the problem in standard form and for its dual pr... 详细信息
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A BUILDUP VARIANT OF THE logarithmic barrier METHOD FOR LP
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OPERATIONS RESEARCH LETTERS 1992年 第3期12卷 181-186页
作者: DENHERTOG, D ROOS, C TERLAKY, T DELFT UNIV TECHNOL FAC TECH MATH & COMP SCIMEKELWEG 4POB 50312600 GA DELFTNETHERLANDS
We propose a strategy for building up the linear program while using a logarithmic barrier method. The method starts with a (small) subset of the dual constraints, and follows the corresponding central path until the ... 详细信息
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