Numerical experiments with universal barrier functions for cones of Chebyshev systems

Authors:
L. Faybusovich;T. Mouktonglang;T. Tsuchiya
Affiliations:
Department of Mathematics, University of Notre Dame, Notre Dame, USA 46556;Mathematics Department, Faculty of Science, Chiang Mai University, Chiang Mai, Thailand;Institute of Statistical Mathematics, Tokyo, Japan 106-8569
Venue:
Computational Optimization and Applications
Year:
2008

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Abstract

Based on previous explicit computations of universal barrier functions, we describe numerical experiments for solving certain classes of convex optimization problems. The comparison is given of the performance of the classical affine-scaling algorithm with the similar algorithm built upon the universal barrier function.