Name
Abstract | ||
|---|---|---|
Barrier methods for constrained optimization, widely applied in the 1960s and 1970s, have recently enjoyed a revival of popularity. A line search with respect to a logarithmic barrier function or related potential function is often part of modern interior methods. Standard line search procedures tend to be inefficient in this context for two reasons: an inappropriate choice of initial trial step if any constraints are nonlinear, and poor approximation of the barrier function by low-order polynomial interpolants. This paper discusses line search strategies specifically designed for the logarithmic barrier function. |
Year | DOI | Venue |
|---|---|---|
1994 | 10.1137/0804013 | SIAM JOURNAL ON OPTIMIZATION |
Keywords | Field | DocType |
BARRIER FUNCTION,LINE SEARCH,INTERIOR METHODS | Mathematical optimization,Nonlinear system,Polynomial,Line search,Barrier function,Logarithm,Mathematics,Constrained optimization | Journal |
Volume | Issue | ISSN |
4 | 2 | 1052-6234 |
Citations | PageRank | References |
15 | 3.14 | 2 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Walter Murray | 1 | 456 | 263.71 |
| Margaret H. Wright | 2 | 1233 | 182.31 |