In constrained optimization, a field of mathematics, a barrier function is a continuous function whose value on a point increases to infinity as the point approaches the boundary of the feasible region (Nocedal and Wright 1999). It is used as a penalizing term for violations of constraints. The two most common types of barrier functions are inverse barrier functions and logarithmic barrier functions. Resumption of interest in logarithmic barrier function was motivated by its connection with primal-dual interior point method.
When optimising a function f(x), the variable can be constrained to be strictly lower than some constant by instead optimising the function . Here, is the barrier function.
Read more about Barrier Function: Logarithmic Barrier Function
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