Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming

被引：1

作者：

Popov, L. D. ^{[1
]}

机构：

[1] Russian Acad Sci, Inst Math & Mech, Ural Div, Ekaterinburg 620219, Russia

来源：

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS | 2009年 / 266卷

关键词：

mathematical programming; interior penalty methods; barrier functions; Lagrange multipliers; numerical methods;

D O I：

10.1134/S0081543809060169

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 a 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.

引用

页码：S205 / S217

页数：13

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