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Strict quasi-concavity and the differential barrier property of gauges in linear programming. (English) Zbl 1327.90100
Summary: Concave gauge functions were introduced to give an analytical representation of cones. In particular, they give a simple and a practical representation of the positive orthant. There is a wide choice of concave gauge functions with interesting properties, representing the same cone. Besides the fact that a concave gauge cannot be identically zero on a cone(\(\neq\{0\}\)), it may be continuous, differentiable and even \(\mathcal{C}^\infty\) on its interior. The purpose of the present paper is to present another approach to penalizing the positivity constraints of a linear programme using an arbitrary strictly quasi-concave gauge representation. Throughout the paper, we generalize the concept of the central path and the analytic centre in terms of these gauges, introduce the differential barrier concept and establish its relationship with strict quasi-concavity.

90C05 Linear programming
90C51 Interior-point methods
49M30 Other numerical methods in calculus of variations (MSC2010)
49N15 Duality theory (optimization)
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