An affine scaling method using a class of differential barrier functions: primal approach. (3rd June 2022)

• Record Type: Journal Article
• Authors: Barbara, Abdessamad
• Is Part Of: Optimization. Volume 71:Number 6(2022)
• Page Start: 1443
• Page End: 1482
• Publication Date: 2022-06-03
• Subjects: concave gauge -- differential barrier -- interior point methods -- linear programs -- primal algorithm; 90C05 -- 90C51 -- 49M30 -- 49N15; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2020.1812606
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : In this paper we propose a family of affine scaling interior point algorithms, called galpv4, using a primal approach, based on a large class of differential barrier functions. We show that these algorithms are in fact an extension and generalization of the classical affine scaling algorithm based on the well-known log barrier function. After carrying out a complete convergence analysis, we select some of these algorithms for comparison with the classical affine scaling algorithm, performed with the help of the familiar Netlib test set.