| Article ID: | iaor20052804 |
| Country: | France |
| Volume: | 37 |
| Issue: | 2 |
| Start Page Number: | 99 |
| End Page Number: | 117 |
| Publication Date: | Apr 2003 |
| Journal: | RAIRO Operations Research |
| Authors: | Crouzeix Jean-Pierre, Coulibaly Adama |
| Keywords: | interior point methods, Barrier functions |
Potential functions in interior point methods are used to determine descent directions and to prove the convergence. They depend on a parameter which is usually taken equal to or greater than the size of the problem. Actually, smaller values give a better conditioning of the method near an optimal solution. This assertion is illustrated by a few numerical experiments.