Article ID Journal Published Year Pages File Type
4645065 Applied Numerical Mathematics 2015 9 Pages PDF
Abstract

We adopt the self-adaptive strategy to update the barrier parameter of a feasible primal-dual interior-point algorithm. We obtain two adaptive updating methods, namely, cheap updates and sharp updates. We compare the effectiveness of the short updates with the adaptive update methods on some benchmark problems. The numerical results show that the sharp updates method is superior to short updates and cheap updates methods.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics
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