Line search techniques for the logarithmic barrier function in quadratic programming

Line search techniques for the logarithmic barrier function in quadratic programming

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Article ID: iaor19952298
Country: United Kingdom
Volume: 46
Issue: 3
Start Page Number: 332
End Page Number: 338
Publication Date: Mar 1995
Journal: Journal of the Operational Research Society
Authors:
Abstract:

This paper proposes a line-search procedure for the logarithmic barrier function in the context of an interior point algorithm for convex quadratic programming. Preliminary testing shows that the proposed procedure is superior to some other line-search methods developed specifically for the logarithmic barrier function in the literature.

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