Author:
Bachir Cherif Larbi,Merikhi Bachir
Abstract
This paper presents a variant of logarithmic penalty methods for nonlinear convex programming. If the descent direction is obtained through a classical Newton-type method, the line search is done on a majorant function. Numerical tests show the efficiency of this approach versus classical line searches.
Subject
Management Science and Operations Research,Computer Science Applications,Theoretical Computer Science
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