Abstract
This paper presents a logarithmic barrier method without line search for solving linear programming problem. The descent direction is the classical Newton's one. However, the displacement step is determined by a simple and efficient technique based on the notion of the minorant function approximating the barrier function. Numerical tests show the efficiency of this approach versus classical line search methods.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have