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Solution: The Log Barrier Method

Solution: The Log Barrier Method

Understand the complete solution and explanation of the log barrier optimization challenge.

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Explanation

The traffic flow optimization problem is given as follows:

The approximated objective at the parameter tt for the problem above can be written as follows:

Because there are three constraints, the difference in the optimal values of the original and the approximated problem is bounded as follows:

Choosing t=512t=512 ...