{"title":"An Efficient Logarithmic Barrier Method without Line Search for Convex Quadratic Programming","authors":"S. Chaghoub, D. Benterki","doi":"10.15372/sjnm20220207","DOIUrl":null,"url":null,"abstract":"Abstract In this work, we deal with a convex quadratic problem with inequality constraints. We use a logarithmic barrier method based on some new approximate functions. These functions have the advantage that they allow computing the displacement step easily and without consuming much time, contrarily to the line search method, which is time-consuming and expensive to identify the displacement step. We have developed an implementation with MATLAB and conducted numerical tests on some examples of considerable size. The obtained numerical results show the accuracy and efficiency of our approach.","PeriodicalId":43697,"journal":{"name":"Numerical Analysis and Applications","volume":"15 1","pages":"156-169"},"PeriodicalIF":0.4000,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Analysis and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15372/sjnm20220207","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
Abstract In this work, we deal with a convex quadratic problem with inequality constraints. We use a logarithmic barrier method based on some new approximate functions. These functions have the advantage that they allow computing the displacement step easily and without consuming much time, contrarily to the line search method, which is time-consuming and expensive to identify the displacement step. We have developed an implementation with MATLAB and conducted numerical tests on some examples of considerable size. The obtained numerical results show the accuracy and efficiency of our approach.
期刊介绍：
Numerical Analysis and Applications is the translation of Russian periodical Sibirskii Zhurnal Vychislitel’noi Matematiki (Siberian Journal of Numerical Mathematics) published by the Siberian Branch of the Russian Academy of Sciences Publishing House since 1998.
The aim of this journal is to demonstrate, in concentrated form, to the Russian and International Mathematical Community the latest and most important investigations of Siberian numerical mathematicians in various scientific and engineering fields.
The journal deals with the following topics: Theory and practice of computational methods, mathematical physics, and other applied fields; Mathematical models of elasticity theory, hydrodynamics, gas dynamics, and geophysics; Parallelizing of algorithms; Models and methods of bioinformatics.
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