A truncated log Barrier algorithm for large scale convex programming and minmax problems:implementation and computational results^∗

^∗Research supported by the Isreal-USA Binational Science Foundation(BSF).

Abstract

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

Keywords:

• Interior Point Methods
• Convex Programming

^∗Research supported by the Isreal-USA Binational Science Foundation(BSF).

^∗Research supported by the Isreal-USA Binational Science Foundation(BSF).

Notes

^∗Research supported by the Isreal-USA Binational Science Foundation(BSF).