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: | Ben-Daya M. |
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.