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This article is cited in 7 scientific papers (total in 7 papers)
Study of a logarithmic barrier approach for linear semidefinite programming
Assma Leulmia, Bachir Merikhib, Djamel Benterkib a Department of Mathematics, University of Skikda, Algeria
b Department of Mathematics, Ferhat Abbas Setif University, Algeria
Abstract:
In this paper, we present a logarithmic barrier interior-point method for solving a semidefinite programming problem. Newton's method is used to compute the descent direction, and minorant function are used as an efficient alternative to line search methods to determine the displacement step along the direction in order to reduce the computation cost.
Keywords:
semidefinite programming, interior-point methods, logarithmic barrier methods, line search.
Received: 16.04.2017 Received in revised form: 06.12.2017 Accepted: 07.03.2018
Citation:
Assma Leulmi, Bachir Merikhi, Djamel Benterki, “Study of a logarithmic barrier approach for linear semidefinite programming”, J. Sib. Fed. Univ. Math. Phys., 11:3 (2018), 300–312
Linking options:
https://www.mathnet.ru/eng/jsfu674 https://www.mathnet.ru/eng/jsfu/v11/i3/p300
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Abstract page: | 193 | Full-text PDF : | 115 | References: | 30 |
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