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

J. Sib. Fed. Univ. Math. Phys., 2019 Volume 12, Issue 2, Pages 191–201 (Mi jsfu749)

This article is cited in 6 papers

Logarithmic barrier method via minorant function for linear programming

Assma Leulmia, Soumia Leulmib

a Department of Mathematics, Faculty of Sciences, Ferhat Abbas University of Setif-1, 19000, Algeria
b Department of Mathematics, University Mohamed Khider of Biskra, Algeria

Abstract: We propose in this study, a new logarithmic barrier approach to solve linear programming problem. We are interested in computation of the direction by Newton's method and of the displacement step 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. This purpose is confirmed by many interesting numerical experimentations shown the effectiveness of the algorithm developed in this work.

Keywords: linear programming, logarithmic barrier methods, line search.

UDC: 519.21

Received: 14.10.2018
Received in revised form: 10.01.2019
Accepted: 13.02.2019

Language: English

DOI: 10.17516/1997-1397-2019-12-2-191-201



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