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On the convexity of the multiplicative version of Karmarkar's potential function (1988)

Imai, Hiroshi

Springer

Mathematical programming 40 (1988), S. 29-32

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Details

ISSN: 1436-4646

Schlagwort(e): Potential function ; multiplicative penalty function ; convexity

Quelle: Springer Online Journal Archives 1860-2000

Thema: Informatik , Mathematik

Notizen: Abstract Karmarkar's potential function is quasi-convex, but not convex. This note investigates the multiplicative version of the potential function, and shows that it is not necessarily convex in general, but is strictly convex when the corresponding feasible region is bounded. This implies that the multiplicative version of the potential function in Karmarkar's algorithm is convex, since it works on a simplex.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01580721

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