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
Corresponding Author:l_menniche@yahoo.fr
Author ProfileAbstract
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.