A Unifying Investigation of Interior-Point Methods for Convex Programming

A Unifying Investigation of Interior-Point Methods for Convex Programming (1992)

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by D. Den Hertog , C. Roos , C. Roos , T. Terlaky , T. Terlaky , F. Jarre , F. Jarre , F. Jarre

Venue:	Faculty of Mathematics and Informatics, TU Delft, NL--2628 BL
Citations:	5 - 4 self

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Datum	Value	Source
TITLE	A Unifying Investigation of Interior-Point Methods for Convex Programming	user correction - Legacy Corrections
AUTHOR NAME	D. Den Hertog	SVM HeaderParse 0.1
AUTHOR ADDR	ISSN 0922--5641	SVM HeaderParse 0.1
AUTHOR NAME	C. Roos	SVM HeaderParse 0.1
AUTHOR AFFIL	Delft University of Technology; Faculteit der Technische Wiskunde en Informatica; Faculty of Technical Mathematics and Informatics	SVM HeaderParse 0.2
AUTHOR NAME	C. Roos	SVM HeaderParse 0.1
AUTHOR AFFIL	Delft University of Technology; Faculteit der Technische Wiskunde en Informatica; Faculty of Technical Mathematics and Informatics	SVM HeaderParse 0.2
AUTHOR NAME	T. Terlaky	SVM HeaderParse 0.1
AUTHOR AFFIL	Faculty of Technical Mathematics and Informatics, Delft University of Technology, P.O. Box 5031,	SVM HeaderParse 0.2
AUTHOR NAME	T. Terlaky	SVM HeaderParse 0.1
AUTHOR AFFIL	Faculty of Technical Mathematics and Informatics, Delft University of Technology, P.O. Box 5031,	SVM HeaderParse 0.2
AUTHOR NAME	F. Jarre	SVM HeaderParse 0.1
AUTHOR AFFIL	Institut fur Angewandte Mathematik und Statistik, Universitat Wurzburg,	SVM HeaderParse 0.2
AUTHOR NAME	F. Jarre	SVM HeaderParse 0.1
AUTHOR AFFIL	Institut fur Angewandte Mathematik und Statistik, Universitat Wurzburg,	SVM HeaderParse 0.2
AUTHOR NAME	F. Jarre	SVM HeaderParse 0.1
AUTHOR AFFIL	Institut fur Angewandte Mathematik und Statistik, Universitat Wurzburg,	SVM HeaderParse 0.2
ABSTRACT	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...	user correction - Legacy Corrections
YEAR	1992	INFERENCE
VENUE	Faculty of Mathematics and Informatics, TU Delft, NL--2628 BL	INFERENCE
VENUE TYPE	TECHREPORT	INFERENCE
TECH	Technical Report 92--89	INFERENCE
CITATIONS	25 found	ParsCit 1.0