loading page

A logarithmic barrier method for linear programming based on a new minorant function
  • Linda Menniche,
  • Djamel BENTERKI,
  • Imene Benchetta
Linda Menniche
University Mohammed Seddik Ben Yahia
Author Profile
Djamel BENTERKI
University of Ferhat Abbas Setif 1
Author Profile
Imene Benchetta
Setif-1 Ferhat Abbas University
Author Profile

Abstract

This paper presents a logarithmic barrier method without line search for solving linear programming problem. The descent direction is the classical Newton's one. However, the displacement step is determined by a simple and efficient technique based on the notion of the minorant function approximating the barrier function. Numerical tests show the efficiency of this approach versus classical line search methods.