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An affine scaling method using a class of differential barrier functions: primal approach
Optimization ( IF 2.2 ) Pub Date : 2020-09-08 , DOI: 10.1080/02331934.2020.1812606
Abdessamad Barbara 1
Affiliation  

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.



中文翻译:

使用一类微分障碍函数的仿射缩放方法:原始方法

在本文中,我们提出了一系列仿射缩放内点算法,称为 galpv4,使用原始方法,基于一大类微分障碍函数。我们表明,这些算法实际上是基于众所周知的对数障碍函数的经典仿射缩放算法的扩展和推广。在进行了完整的收敛性分析之后,我们选择其中一些算法与经典的仿射缩放算法进行比较,在熟悉的 Netlib 测试集的帮助下执行。

更新日期:2020-09-08
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