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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2022, Volume 25, Number 2, Pages 193–207
DOI: https://doi.org/10.15372/SJNM20220207
(Mi sjvm805)
 

An efficient logarithmic barrier method without line search for convex quadratic programming

S. Chaghouba, D. Benterkib

a School of Mathematical Science & Institute of Mathematics, Nanjing Normal University, Nanjing 210023, China
b Université Ferhat Abbas de Sétif
References:
Abstract: In this work, we deal with a convex quadratic problem with inequality constraints. We use a logarithmic barrier method based on some new approximate functions. These functions have the advantage that they allow computing the displacement step easily and without consuming much time contrary to a line search method, which is time-consuming and expensive to identify the displacement step. We have developed an implementation with MATLAB and conducted numerical tests on some examples of considerable size. The obtained numerical results show the accuracy and efficiency of our approach.
Key words: quadratic programming, linear programming, interior point methods, line search, approximate function.
Received: 13.03.2021
Revised: 15.07.2021
Accepted: 27.01.2022
English version:
Numerical Analysis and Applications, 2022, Volume 15, Issue 2, Pages 156–169
DOI: https://doi.org/10.1134/S1995423922020070
Document Type: Article
MSC: 90C05, 90C20, 90C25
Language: Russian
Citation: S. Chaghoub, D. Benterki, “An efficient logarithmic barrier method without line search for convex quadratic programming”, Sib. Zh. Vychisl. Mat., 25:2 (2022), 193–207; Num. Anal. Appl., 15:2 (2022), 156–169
Citation in format AMSBIB
\Bibitem{ChaBen22}
\by S.~Chaghoub, D.~Benterki
\paper An efficient logarithmic barrier method without line search
for convex quadratic programming
\jour Sib. Zh. Vychisl. Mat.
\yr 2022
\vol 25
\issue 2
\pages 193--207
\mathnet{http://mi.mathnet.ru/sjvm805}
\crossref{https://doi.org/10.15372/SJNM20220207}
\transl
\jour Num. Anal. Appl.
\yr 2022
\vol 15
\issue 2
\pages 156--169
\crossref{https://doi.org/10.1134/S1995423922020070}
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