A modified barrier function method with improved rate of convergence for degenerate problems
Krisorn Jittorntrum, Michael Robert Osborne · ANZIAM Journal · 1980
Abstract In a previous paper the authors have shown that the classical barrier function has an O ( r ) rate of convergence unless the problem is degenerate when it reduces O ( r ½ ). In this paper a modified barrier function algorithm is suggested which does not suffer from this problem. It turns out to have superior scaling properties which make it preferable to the classical algorithm, even in the nondegenerate case, if extrapolation is to be used to accelerate convergence.