Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4645065 | Applied Numerical Mathematics | 2015 | 9 Pages |
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
Authors
Yinghong Xu, Lipu Zhang, Jing Zhang, Hua Luo,