Higher-order derivatives in linear and quadratic programming

Higher-order derivatives in linear and quadratic programming

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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:
Keywords: programming: quadratic
Abstract:

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.

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