ISSN:
1573-2878
Keywords:
Convex programming
;
geometric programming
;
barrier methods
;
interior-point methods
;
linear constraints
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We present a log-barrier based algorithm for linearly constrained convex differentiable programming problems in nonnegative variables, but where the objective function may not be differentiable at points having a zero coordinate. We use an approximate centering condition as a basis for decreasing the positive parameter of the log-barrier term and show that the total number of iterations to achieve an ε-tolerance optimal solution isO(|log(ε)|)×(number of inner-loop iterations). When applied to then-variable dual geometric programming problem, this bound becomesO(n 2 U/ε), whereU is an upper bound on the maximum magnitude of the iterates generated during the computation.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02191739
Permalink
