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http://dx.doi.org/10.7858/eamj.2019.047

ADAPTATION OF THE MINORANT FUNCTION FOR LINEAR PROGRAMMING  

Leulmi, S. (Department of Mathematics, Mohamed Khider University of Biskra)
Leulmi, A. (Department of Mathematics, Ferhat Abbas University of Setif-1)
Publication Information
East Asian mathematical journal / v.35, no.5, 2019 , pp. 597-612 More about this Journal
Abstract
In this study, we propose a new logarithmic barrier approach to solve linear programming problem using the projective method of Karmarkar. We are interested in computation of the direction by Newton's method and of the step-size using minorant functions instead of line search methods in order to reduce the computation cost. Our new approach is even more beneficial than classical line search methods. We reinforce our purpose by many interesting numerical simulations proved the effectiveness of the algorithm developed in this work.
Keywords
Linear programming; logarithmic barrier method; Karmarkar's Method; line search;
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