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The convergence of a modified barrier method for convex programming

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2 Author(s)
Jensen, D.L. ; IBM Research Division, Thomas J. Watson Research Center, P.O. Box 218, Yorktown Heights, New York 10598, USA ; Polyak, R.A.

We show, using elementary considerations, that a modified barrier function method for the solution of convex programming problems converges for any fixed positive setting of the barrier parameter. With mild conditions on the primal and dual feasible regions, we show how to use the modified barrier function method to obtain primal and dual optimal solutions, even in the presence of degeneracy. We illustrate the argument for convergence in the case of linear programming, and then generalize it to the convex programming case.

Note: The Institute of Electrical and Electronics Engineers, Incorporated is distributing this Article with permission of the International Business Machines Corporation (IBM) who is the exclusive owner. The recipient of this Article may not assign, sublicense, lease, rent or otherwise transfer, reproduce, prepare derivative works, publicly display or perform, or distribute the Article.  

Published in:

IBM Journal of Research and Development  (Volume:38 ,  Issue: 3 )

Date of Publication:

May 1994

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