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A Unifying Investigation of Interior-Point Methods for Convex Programming
- Faculty of Mathematics and Informatics, TU Delft, NL--2628 BL
, 1992
"... In the recent past a number of papers were written that present low complexity interior-point methods for different classes of convex programs. Goal of this article is to show that the logarithmic barrier function associated with these programs is self-concordant, and that the analyses of interiorpo ..."
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In the recent past a number of papers were written that present low complexity interior-point methods for different classes of convex programs. Goal of this article is to show that the logarithmic barrier function associated with these programs is self-concordant, and that the analyses of interiorpoint methods for these programs can thus be reduced to the analysis of interior-point methods with self-concordant barrier functions. Key words: interior-point method, barrier function, dual geometric programming, (extended) entropy programming, primal and dual l p -programming, relative Lipschitz condition, scaled Lipschitz condition, self-concordance. 1 Introduction The efficiency of a barrier method for solving convex programs strongly depends on the properties of the barrier function used. A key property that is sufficient to prove fast convergence for barrier methods is the property of self-concordance introduced in [17]. This condition not only allows a proof of polynomial convergen...

