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Article Dans Une Revue Optimization Année : 2022

An affine scaling method using a class of differential barrier functions: primal approach

Résumé

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.
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Dates et versions

hal-03035872 , version 1 (02-12-2020)

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Abdessamad Barbara. An affine scaling method using a class of differential barrier functions: primal approach. Optimization, 2022, 71 (6), pp.1443-1482. ⟨10.1080/02331934.2020.1812606⟩. ⟨hal-03035872⟩
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