Logarithmic Barrier Function Method for Convex Quadratic Programming Problem

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.  


Full Text: PDF DOI: 10.5539/mas.v2n4p144

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Modern Applied Science   ISSN 1913-1844 (Print)   ISSN 1913-1852 (Online)

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