Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. 2023 16 (4)
- Authors
- Boutheina Fellahi; Bachir Merikhi
- Contact information
- Boutheina Fellahi: Laboratory of Fundamental and Numerical Mathematics Department of Mathematics Ferhat Abbas University Setif 1, Setif, Algeria; ; Bachir Merikhi: Laboratory of Fundamental and Numerical Mathematics Department of Mathematics Ferhat Abbas University Setif 1, Setif, Algeria;
- Keywords
- nonlinear convex programming; logarithmic penalty method; line search; majorant function; secant technique
- 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 2 Rn +. 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
- Pages
- 528–539
- EDN
- TEUNYB
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/150178
Journal of Siberian Federal University. Mathematics & Physics / A Logarithmic Barrier Approach Via Majorant Function for Nonlinear Programming
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