Journal article
A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems
Mathematics of operations research, Vol.18(1), pp.116-127
02/01/1993
DOI: 10.1287/moor.18.1.116
Abstract
We consider the standard linearly constrained convex program min{f(x) ∣ x ∈ ℝ
n
, Ax = b, x ≥ 0} where f(x) satisfies a certain scaled Lipschitz condition. Using the classical logarithmic barrier method our algorithm obtains an ε-solution within O(√n|ln ε|) or O(n|ln ε|) total iterations depending on the updating of the barrier parameter.
Details
- Title: Subtitle
- A Polynomial Barrier Algorithm for Linearly Constrained Convex Programming Problems
- Creators
- K. O. Kortanek - University of IowaJishan Zhu - National University of Singapore
- Resource Type
- Journal article
- Publication Details
- Mathematics of operations research, Vol.18(1), pp.116-127
- DOI
- 10.1287/moor.18.1.116
- ISSN
- 0364-765X
- eISSN
- 1526-5471
- Number of pages
- 12
- Language
- English
- Date published
- 02/01/1993
- Academic Unit
- Business Analytics
- Record Identifier
- 9984963083502771
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