ISSN:
1436-4646
Keywords:
Potential function
;
multiplicative penalty function
;
convexity
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01580721
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