Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF02191739
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dc.titleOn controlling the parameter in the logarithmic barrier term for convex programming problems
dc.contributor.authorKortanek, K.O.
dc.contributor.authorZhu, J.
dc.date.accessioned2014-12-01T08:22:34Z
dc.date.available2014-12-01T08:22:34Z
dc.date.issued1995-01
dc.identifier.citationKortanek, K.O., Zhu, J. (1995-01). On controlling the parameter in the logarithmic barrier term for convex programming problems. Journal of Optimization Theory and Applications 84 (1) : 117-143. ScholarBank@NUS Repository. https://doi.org/10.1007/BF02191739
dc.identifier.issn00223239
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/113908
dc.description.abstractWe present a log-barrier based algorithm for linearly constrained convex differentiable programming problems in nonnegative variables, but where the objective function may not be differentiable at points having a zero coordinate. We use an approximate centering condition as a basis for decreasing the positive parameter of the log-barrier term and show that the total number of iterations to achieve an ε-tolerance optimal solution is O(|log(ε)|)×(number of inner-loop iterations). When applied to the n-variable dual geometric programming problem, this bound becomes O(n2U/ε), where U is an upper bound on the maximum magnitude of the iterates generated during the computation. © 1995 Plenum Publishing Corporation.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/BF02191739
dc.sourceScopus
dc.subjectbarrier methods
dc.subjectConvex programming
dc.subjectgeometric programming
dc.subjectinterior-point methods
dc.subjectlinear constraints
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1007/BF02191739
dc.description.sourcetitleJournal of Optimization Theory and Applications
dc.description.volume84
dc.description.issue1
dc.description.page117-143
dc.identifier.isiutA1995QF57200007
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