An Efficient Logarithmic Barrier Method without Line Search for Convex Quadratic Programming

IF 0.4 Q4 MATHEMATICS, APPLIED

Numerical Analysis and Applications Pub Date : 2022-06-01 DOI:10.15372/sjnm20220207

S. Chaghoub, D. Benterki

引用次数: 0

Abstract

Abstract In this work, we deal with a convex quadratic problem with inequality constraints. We use a logarithmic barrier method based on some new approximate functions. These functions have the advantage that they allow computing the displacement step easily and without consuming much time, contrarily to the line search method, which is time-consuming and expensive to identify the displacement step. We have developed an implementation with MATLAB and conducted numerical tests on some examples of considerable size. The obtained numerical results show the accuracy and efficiency of our approach.

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凸二次规划的一种不需要直线搜索的对数屏障法

摘要本文研究了一类具有不等式约束的凸二次型问题。我们使用了一种基于一些新的近似函数的对数屏障方法。这些函数的优点是可以很容易地计算位移步长，并且不需要花费太多的时间，而不是直线搜索方法，这是费时和昂贵的识别位移步长。我们用MATLAB开发了一个实现，并在一些相当大的例子上进行了数值测试。数值结果表明了该方法的准确性和有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Numerical Analysis and Applications MATHEMATICS, APPLIED-

CiteScore

1.00

自引率

0.00%

发文量

期刊介绍： Numerical Analysis and Applications is the translation of Russian periodical Sibirskii Zhurnal Vychislitel’noi Matematiki (Siberian Journal of Numerical Mathematics) published by the Siberian Branch of the Russian Academy of Sciences Publishing House since 1998. The aim of this journal is to demonstrate, in concentrated form, to the Russian and International Mathematical Community the latest and most important investigations of Siberian numerical mathematicians in various scientific and engineering fields. The journal deals with the following topics: Theory and practice of computational methods, mathematical physics, and other applied fields; Mathematical models of elasticity theory, hydrodynamics, gas dynamics, and geophysics; Parallelizing of algorithms; Models and methods of bioinformatics.