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.  



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