Consider problem minimize f(x) subject to Ax b where A RPXn and b ERP....

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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). 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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In logarithmic barrier methods the idea is to approximate the original problem by adding a logarit... View the full answer