Stable barrier-projection and barrier-Newton methods in linear programming
نویسندگان
چکیده
منابع مشابه
Stable barrier-projection and barrier-Newton methods in linear programming
The present paper is devoted to the application of the space transformation techniques for solving linear programming problems. By using a surjective mapping the original constrained optimization problem is transformed to a problem in a new space with only equality constraints. For the numerical solution of the latter problem the stable version of the gradient-projection and Newton’s methods ar...
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The present paper is devoted to the application of the space transformation techniques for solving linear programming problems. By using a surjective mapping the original constrained optimization problem is transformed to a problem in a new space with only equality constraints. For the numerical solution of the latter problem the stable version of the gradient-projection and Newton's methods ar...
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A surjective space transformation technique is used to convert an original dual linear programming problem with equality and inequality constraints into a problem involving only equality constraints. Continuous and discrete versions of the stable gradient projection method are applied to the reduced problem. The numerical methods involve performing inverse transformations. The convergence rate ...
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In the recent interior point methods for linear programming much attention has been given to the logarithmic barrier method. In this paper we will analyse the class of inverse barrier methods for linear programming, in which the barrier is P x r i , where r > 0 is the rank of the barrier. There are many similarities with the logarithmic barrier method. The minima of an inverse barrier function ...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 1994
ISSN: 0926-6003,1573-2894
DOI: 10.1007/bf01299205