A Logarithmic Barrier Approach to Fischer Function
نویسندگان
چکیده
Recently, reformulation of variational inequalities and complementarity problems as a system of equations or an optimization problem has become a hot topic in the eld of mathematical programming. Various merit functions play important roles in such reformulations. In this paper, among others, we consider the well-known Fischer function and explore its relationship with other merit functions. It is shown that the Fischer function can be derived from a logarithmic barrier penalty method for constrained minimization. Based on the logarithmic barrier approach, some new merit functions are given and their properties are explored.
منابع مشابه
Local Self-concordance of Barrier Functions Based on Kernel-functions
Many efficient interior-point methods (IPMs) are based on the use of a self-concordant barrier function for the domain of the problem that has to be solved. Recently, a wide class of new barrier functions has been introduced in which the functions are not self-concordant, but despite this fact give rise to efficient IPMs. Here, we introduce the notion of locally self-concordant barrier functio...
متن کاملNUMERICAL APPROACH TO SOLVE SINGULAR INTEGRAL EQUATIONS USING BPFS AND TAYLOR SERIES EXPANSION
In this paper, we give a numerical approach for approximating the solution of second kind Volterra integral equation with Logarithmic kernel using Block Pulse Functions (BPFs) and Taylor series expansion. Also, error analysis shows efficiency and applicability of the presented method. Finally, some numerical examples with exact solution are given.
متن کاملAn Interior Point Algorithm for Solving Convex Quadratic Semidefinite Optimization Problems Using a New Kernel Function
In this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual Interior Point Method (IPM) based on a new kernel function with a trigonometric barrier term. Iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. Although our proposed kernel function is neither a Self-Regular (SR) fun...
متن کاملA Higher Order Derivative Model of the Barrier Function for Linear Programming
In this paper, an interior point approach is presented for linear programming problems by using the logarithmic barrier function method, which makes use of information on higher derivatives of the barrier function to explore search directions. The corresponding algorithm is derived, and can produce feasible successive iterations that have global convergence. The computational results indicate t...
متن کاملInverse barrier methods for linear programming
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 ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1998