An affine scaling method using a class of differential barrier functions

Abdessamad Barbara

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arXiv · 1705.07667

An affine scaling method using a class of differential barrier functions

Abdessamad Barbara

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Abstract

In this paper we address a practical aspect of differential barrier penalty functions in linear programming. In this respect we propose an affine scaling interior point algorithm based on a large classe of differential barrier functions. The comparison of the algorithm with a vesion of the classical affine scaling algorithm shows that the algorithm is robust and efficient. We thus show that differential barrier functions open up new perspectives in linear optimization.

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Abdessamad Barbara. 2017-05-22. An affine scaling method using a class of differential barrier functions. https://arxiv.org/abs/1705.07667

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