Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. Prepublication
- Authors
- Aicha Kraria; Bachir Merikhi; Djamel Benterki; Adnan Yassine
- Contact information
- Aicha Kraria; Laboratory of Fundamental and Numerical Mathematics Department of Mathematics Setif 1 University Ferhat Abbas Setif, 19000, Algeria; ; Bachir Merikhi: Laboratory of Fundamental and Numerical Mathematics Department of Mathematics Setif 1 University Ferhat Abbas Setif, 19000, Algeria; ; Djamel Benterki: Laboratory of Fundamental and Numerical Mathematics Department of Mathematics Setif 1 University Ferhat Abbas Setif, 19000, Algeria; ; Adnan Yassine: Laboratory of Applied Mathematics of Le Havre Le Havre University Normandy 76600, Le Havre, France;
- Keywords
- interior point method; nonlinear programming; inverse barrier method
- Abstract
In this paper, we use a new variant of inverse barrier method to solve a nonlinear optimization problem. The new inverse barrier function depends on the components of the penalty vector and preserves the properties of the original problem. The descent direction is calculated using Newton’s method, while the step size is calculated using the tangent technique and the backtracking with interpolation technique in parallel with Wolfe’s method
- Pages
- 88–99
- EDN
- IYRKHL
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/157936
Journal of Siberian Federal University. Mathematics & Physics / Efficient Inverse Barrier Method for Nonlinear Optimization
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