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Augmented self-concordant barriers and nonlinear optimization problems with finite complexity - MaRDI portal

Augmented self-concordant barriers and nonlinear optimization problems with finite complexity (Q1424292)

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scientific article; zbMATH DE number 2055186
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Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
scientific article; zbMATH DE number 2055186

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    Augmented self-concordant barriers and nonlinear optimization problems with finite complexity (English)
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    11 March 2004
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    Augmented self-concordant barrier functions for convex cones, which are the sum of self-concordant barrier for the cone and a positive-semidifinite quadratic form, are studied. The complexity of finding the analytic center of these barrier functions is studied. It is shown that the complexity of a path-following method of barrier functions is independent of the particular data set for some special classes of quadratic forms and some convex cones. These problems form a class with finite polynomial complexity.
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    nonlinear optimization
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    barrier function
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    central path
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    finite polynomial complexity
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