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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
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
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
Linking options:
https://www.mathnet.ru/eng/sjvm805 https://www.mathnet.ru/eng/sjvm/v25/i2/p193
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