Abstract
In this paper, we propose a line-search procedure for the logarithmic barrier function in the context of an interior point algorithm for convex quadratic programming. Preliminary testing shows that the proposed procedure is superior to some other line-search methods developed specifically for the logarithmic barrier function in the literature.
| Original language | English |
|---|---|
| Journal | Journal of the Operational Research Society |
| State | Published - 1995 |