Abstract

Besides the simplex algorithm, linear programs can also be solved via interior point methods. The theoretical background of such algorithms is the classical log-barrier problem. The aim of this note is to study and generalize the barrier problem using the standard tools of Convex Analysis.

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Keywords

  • Log-barrier problem
  • Lagrange multipliers
  • complementary slackness
  • recessional cone

Mathematics Subject Classification

90C51; 52A41, 90C05, 90C25

Suggested citation

M. Bessenyei, N. Tóth. “A Convex Analysis View of the Barrier Problem.” Journal of Convex Analysis 29 (2022), No. 3, 827–836.

Copyright Heldermann Verlag 2022