<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>We propose in this study, a new logarithmic barrier approach to solve linear semidefinite programming problem. We are interested in computation of the direction by Newton’s method and of the displacement step using minorant functions instead of line search methods in order to reduce the computation cost.</p>
<p>Our new approach is even more beneficial than classical line search methods. This purpose is confirmed by some numerical simulations showing the e˙ectiveness of the algorithm developed in this work, which are presented in the last section of this paper.</p>
</abstract>

We propose in this study, a new logarithmic barrier approach to solve linear semidefinite programming problem. We are interested in computation of the direction by Newton’s method and of the displacement step using minorant functions instead of line search methods in order to reduce the computation cost.
Our new approach is even more beneficial than classical line search methods. This purpose is confirmed by some numerical simulations showing the e˙ectiveness of the algorithm developed in this work, which are presented in the last section of this paper.

Logarithmic Barrier Method Via Minorant Function for Linear Semidefinite Programming

Annales Mathematicae Silesianae

This work is licensed under the Creative Commons Attribution 4.0 International License.

We propose in this study, a new logarithmic barrier approach to solve linear semidefinite programming problem. We are interested in computation of the...

Logarithmic Barrier Method Via Minorant Function for Linear Semidefinite Programming

Publicado en línea: 07 feb 2023

Páginas: 95 - 116

Recibido: 21 feb 2021

Aceptado: 27 dic 2022

DOI: https://doi.org/10.2478/amsil-2022-0021

Palabras clave
linear semidefinite programming, barrier methods, line search

© 2023 Assma Leulmi, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Logarithmic Barrier Method Via Minorant Function for Linear Semidefinite Programming

Publicado en línea: 07 feb 2023

Páginas: 95 - 116

Recibido: 21 feb 2021

Aceptado: 27 dic 2022

DOI: https://doi.org/10.2478/amsil-2022-0021

Palabras clavelinear semidefinite programming, barrier methods, line search

© 2023 Assma Leulmi, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Palabras clave
linear semidefinite programming, barrier methods, line search