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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2009, Volume 15, Number 1, Pages 195–207
(Mi timm215)
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This article is cited in 1 scientific paper (total in 1 paper)
Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming
L. D. Popov Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
A new scheme of the method of inverse barrier functions is proposed for problems of linear and convex programming. The scheme is based on the idea of a parametric shifting of the constraints of the original problem, similarly to what was done in the method of modified Lagrange function for the usual quadratic penalty function. The description of the method, the proof of its convergence, and the results of numerical experiments are presented.
Keywords:
mathematical programming, interior penalty methods, barrier functions, Lagrange multipliers, numerical methods.
Received: 15.01.2009
Citation:
L. D. Popov, “Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming”, Trudy Inst. Mat. i Mekh. UrO RAN, 15, no. 1, 2009, 195–207; Proc. Steklov Inst. Math. (Suppl.), 265, suppl. 1 (2009), S205–S217
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https://www.mathnet.ru/eng/timm215 https://www.mathnet.ru/eng/timm/v15/i1/p195
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Abstract page: | 271 | Full-text PDF : | 114 | References: | 34 | First page: | 4 |
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