LSMM
General software features
This toolbox allows to determine a suitable stepsize in iterative descent algorithms applied to the minimization of a criterion containing a logarithmic barrier function associated to linear constraints. A Majorization-Minimization (MM) scheme is adopted. It is based on the derivation of a log-quadratic majorant function well suited to approximate the criterion containing barrier terms. The convergence of classical descent algorithms when this linesearch strategy is employed is ensured.
A demo file illustrates the efficiency of the MM linesearch on the Newton minimization of the barrier criterion associated to a random quadratic programming (QP) test problem.