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Journal of Siberian Federal University. Mathematics & Physics, 2023, Volume 16, Issue 4, Pages 528–539
(Mi jsfu1100)
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A logarithmic barrier approach via majorant function for nonlinear programming
Boutheina Fellahi, Bachir Merikhi Laboratory of Fundamental and Numerical Mathematics, Department of Mathematics, Ferhat Abbas University, Setif 1, Setif, Algeria
Abstract:
In this paper, we are interested in solving an optimization nonlinear programming problem using a logarithmic barrier interior point method, in which the penalty term is taken as a vector $ r \in \mathbb{R}^{n}_{+} $. The descent direction has been calculated using a classical Newton method, however the step size has been calculated with a new technique of majorant functions and a secant technique. The numerical simulations show us the efficiency of our approach compared to the classical line search method.
Keywords:
nonlinear convex programming, logarithmic penalty method, line search, majorant function, secant technique.
Received: 12.03.2023 Received in revised form: 18.04.2023 Accepted: 04.06.2023
Citation:
Boutheina Fellahi, Bachir Merikhi, “A logarithmic barrier approach via majorant function for nonlinear programming”, J. Sib. Fed. Univ. Math. Phys., 16:4 (2023), 528–539
Linking options:
https://www.mathnet.ru/eng/jsfu1100 https://www.mathnet.ru/eng/jsfu/v16/i4/p528
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Abstract page: | 39 | Full-text PDF : | 6 | References: | 6 |
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