Barrier Update

Problem

Update the barrier parameter in a primal-dual interior-point method.

Return min(sigma * mu, gap / (2 * n_constraints)), combining the centering weight with the duality-gap-based target.

Hint

The target never exceeds the gap-based value divided by the number of constraints.

case 1

in: [1,0.1,8,4]

expected: 0.1

case 2

in: [0.5,0.2,1,2]

expected: 0.1

case 3

in: [2,0.5,100,10]

expected: 1

Starter codePython

def barrier_update(mu, sigma, gap, n_constraints):
    # Your code here
    pass

3 test cases · run your code against them in the editor