Article ID: | iaor20013623 |
Country: | United Kingdom |
Volume: | 28 |
Issue: | 3 |
Start Page Number: | 209 |
End Page Number: | 222 |
Publication Date: | Mar 2001 |
Journal: | Computers and Operations Research |
Authors: | Corradi Gianfranco |
Keywords: | programming: quadratic |
An interior method for linear and quadratic programming which makes use of higher derivatives of the logarithm barrier function is presented. A convergence analysis is considered too. Our computational experience shows that the method considered performs quite well and seems to be more reliable and robust than the standard method.