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Monotonicity of the Lagrangian function in the parametric interior point methods of convex programming. (English) Zbl 0826.90095
Summary: Monotonicity of the Lagrangian function corresponding to the general root quasibarrier as well as to the general inverse barrier function of convex programming is proved. It is shown that monotonicity generally need not take place. On the other hand for LP-problems with some special structure monotonicity is proved for a very general class of interior point transformation functions.
MSC:
90C25 Convex programming
90C05 Linear programming
90C30 Nonlinear programming
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