Geodesic
Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 1, pp. 195-207
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A new scheme of the method of inverse barrier functions is proposed for problems of linear and convex programming. The scheme is based on the idea of a parametric shifting of the constraints of the original problem, similarly to what was done in the method of modified Lagrange function for the usual quadratic penalty function. The description of the method, the proof of its convergence, and the results of numerical experiments are presented.
Keywords: mathematical programming, interior penalty methods, barrier functions, numerical methods.
Mots-clés : Lagrange multipliers 
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L. D. Popov. Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 15 (2009) no. 1, pp. 195-207. http://geodesic.mathdoc.fr/item/TIMM_2009_15_1_a15/

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