A new line-search step based on the Weierstrass \(\wp\)-function for minimizing a class of logarithmic barrier functions

DOI10.1007/s002110050049zbMath0810.65059OpenAlexW1977999096MaRDI QIDQ1338825

Florian Jarre

Publication date: 21 November 1994

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002110050049

zbMATH Keywords

quadratic programmingconstrained optimizationcone of positive semidefinite matricesWeierstrass \(\wp\)-functionentropy programminglogarithmic barrier function methodNesterov- Nemirovskij boundself-concordance line-search

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items (1)

Self-concordance is NP-hard

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