Geodesic
An efficient logarithmic barrier method without line search
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 25 (2022) no. 2, pp. 193-207

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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 contrary to a 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. 
@article{SJVM_2022_25_2_a6,
     author = {S. Chaghoub and D. Benterki},
     title = {An efficient logarithmic barrier method without line search},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {193--207},
     publisher = {mathdoc},
     volume = {25},
     number = {2},
     year = {2022},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2022_25_2_a6/}
}
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S. Chaghoub; D. Benterki. An efficient logarithmic barrier method without line search. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 25 (2022) no. 2, pp. 193-207. http://geodesic.mathdoc.fr/item/SJVM_2022_25_2_a6/