Question: Consider problem minimize f(x) subject to Ax b where A RPXn and b ERP. We would like to use logarithmic barrier, and approximate the

Consider problem minimize f(x) subject to Ax  b where A  RPXn and b E RP. We would like to use logarithmic

Consider problem minimize f(x) subject to Ax b where A RPXn and b ERP. We would like to use logarithmic barrier, and approximate the original problem by minimize f(x) + (x)/t with t > 0. Find (x).

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