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Logarithmic Barrier Function Method for Convex Quadratic Programming Problem

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Listed:
  • Xinghua Wang
  • Wen Liu
  • Pingping Qin
  • Lifeng Sun

Abstract

In this paper, we present a kind of interior point algorithm for solving Convex Quadratic Programming problem using Logarithmic Barrier Function. In which Newton Method and Interior Penalty Function Method are combined to obtain a simple construct and easily calculating algorithm. In each iterate it needs only to solve an equality constrained Quadratic Programming problem. Â

Suggested Citation

  • Xinghua Wang & Wen Liu & Pingping Qin & Lifeng Sun, 2008. "Logarithmic Barrier Function Method for Convex Quadratic Programming Problem," Modern Applied Science, Canadian Center of Science and Education, vol. 2(4), pages 144-144, July.
    • Handle: RePEc:ibn:masjnl:v:2:y:2008:i:4:p:144
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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