<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

Pubblicato online: 07 feb 2023

Pagine: 95 - 116

Ricevuto: 21 feb 2021

Accettato: 27 dic 2022

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

Parole chiave
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

Pubblicato online: 07 feb 2023

Pagine: 95 - 116

Ricevuto: 21 feb 2021

Accettato: 27 dic 2022

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

Parole chiavelinear 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.

Parole chiave
linear semidefinite programming, barrier methods, line search