A truncated log barrier algorithm for large-scale convex programming and minmax problems: Implementation and computational results

被引：3

作者：

BenTal, A ^{[1
]}

Roth, G ^{[1
]}

机构：

[1] TECHNION ISRAEL INST TECHNOL, FAC IND ENGN & MANAGEMENT, IL-32000 HAIFA, ISRAEL

来源：

OPTIMIZATION METHODS & SOFTWARE | 1996年 / 6卷 / 04期

关键词：

interior point methods; convex programming;

D O I：

10.1080/10556789608805639

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

A detailed description of a path-following Interior point algorithm for constrained convex programs is presented. The algorithm employs a truncated logarithmic barrier function, which is particularly suitable to problems with many nonactive constraints. A special version of the algorithm is adopted to minmax problems. Extensive testing of the algorithms on large-scale Structural Optimization problems (truss topology design, shape design with optimized material) demonstrate their efficiency.

引用

页码：283 / 312

页数：30

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