|
This article is cited in 6 scientific papers (total in 6 papers)
Logarithmic barrier method via minorant function for linear programming
Assma Leulmia, Soumia Leulmib a Department of Mathematics, Faculty of Sciences, Ferhat Abbas University of Setif-1, 19000, Algeria
b Department of Mathematics, University Mohamed Khider of Biskra, Algeria
Abstract:
We propose in this study, a new logarithmic barrier approach to solve linear programming problem. We are interested in computation of the direction by Newton's method and of the displacement step using minorant functions instead of line search methods in order to reduce the computation cost.
Our new approach is even more beneficial than classical line search methods. This purpose is confirmed by many interesting numerical experimentations shown the effectiveness of the algorithm developed in this work.
Keywords:
linear programming, logarithmic barrier methods, line search.
Received: 14.10.2018 Received in revised form: 10.01.2019 Accepted: 13.02.2019
Citation:
Assma Leulmi, Soumia Leulmi, “Logarithmic barrier method via minorant function for linear programming”, J. Sib. Fed. Univ. Math. Phys., 12:2 (2019), 191–201
Linking options:
https://www.mathnet.ru/eng/jsfu749 https://www.mathnet.ru/eng/jsfu/v12/i2/p191
|
Statistics & downloads: |
Abstract page: | 184 | Full-text PDF : | 75 | References: | 29 |
|