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JOURNALS // Journal of Siberian Federal University. Mathematics & Physics // Archive

J. Sib. Fed. Univ. Math. Phys., 2023 Volume 16, Issue 4, Pages 528–539 (Mi jsfu1100)

A logarithmic barrier approach via majorant function for nonlinear programming

Boutheina Fellahi, Bachir Merikhi

Laboratory of Fundamental and Numerical Mathematics, Department of Mathematics, Ferhat Abbas University, Setif 1, Setif, Algeria

Abstract: In this paper, we are interested in solving an optimization nonlinear programming problem using a logarithmic barrier interior point method, in which the penalty term is taken as a vector $ r \in \mathbb{R}^{n}_{+} $. The descent direction has been calculated using a classical Newton method, however the step size has been calculated with a new technique of majorant functions and a secant technique. The numerical simulations show us the efficiency of our approach compared to the classical line search method.

Keywords: nonlinear convex programming, logarithmic penalty method, line search, majorant function, secant technique.

UDC: 519.85

Received: 12.03.2023
Received in revised form: 18.04.2023
Accepted: 04.06.2023

Language: English



© Steklov Math. Inst. of RAS, 2024