ADAPTATION OF THE MINORANT FUNCTION FOR LINEAR PROGRAMMING
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In this study, we propose a new logarithmic barrier approach to solve linear programming problem using the projective method of Kar- markar. We are interested in computation of the direction by Newton’s method and of the step-size 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. We reinforce our purpose by many interesting numerical simulations proved the effective- ness of the algorithm developed in this work.
Abstract
In this study, we propose a new logarithmic barrier approach to solve linear programming problem using the projective method of Kar- markar. We are interested in computation of the direction by Newton’s method and of the step-size 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. We reinforce our purpose by many interesting numerical simulations proved the effective- ness of the algorithm developed in this work.
참고문헌 (9)
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