Author : Aeneas Marxen
Publisher :
ISBN 13 :
Total Pages : 86 pages
Book Rating : 4.F/5 ( download)
Book Synopsis Primal Barrier Methods for Linear Programming by : Aeneas Marxen
Download or read book Primal Barrier Methods for Linear Programming written by Aeneas Marxen and published by . This book was released on 1989 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "The linear program min c[superscript T]x subject to Ax=b, x [greater than or equal to] 0, is solved by the projected Newton barrier method. The method consists of solving a sequence of subproblems of the form [formula] subject to Ax=b. Extensions for upper bounds, free and fixed variables are given. A linear modification is made to the logarithmic barrier function, which results in the solution being bounded in all cases. It also facilitates the provision of a good starting point. The solution of each subproblem involves repeatedly computing a search direction and taking a step along this direction. Ways to find an initial feasible solution, step sizes and convergence criteria are discussed.