An adaptive barrier method for convex programming
نویسندگان
چکیده
منابع مشابه
An adaptive barrier method for convex programming
This paper presents a new barrier method for convex programming. The method involves an optimization transfer principle. Instead of minimizing the objective function f(x) directly, one minimizes the amended function f(x)− μ P i x i lnxi to produce the next iterate x n+1 from the current iterate x. If the feasible region is contained in the unit simplex, then this strategy forces a decrease in f...
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ژورنال
عنوان ژورنال: Methods and Applications of Analysis
سال: 1994
ISSN: 1073-2772,1945-0001
DOI: 10.4310/maa.1994.v1.n4.a1