The educational testing problem revisited

Moody T. Chu, JOEL W. WRIGHT · IMA Journal of Numerical Analysis · 1995

The educational testing problem is a convex non-smooth optimization problem. We recast the problem so that classical non-smooth optimization techniques such as the ellipsoid method can be readily applicable. Attention is paid to Dikin's method where a special barrier function and interior ellipsoids for the feasible domain are explicitly formulated. The implementation is much easier than that by Fletcher. The convergence property is numerically demonstrated.

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