Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
type: Item
instance of: scholarly article
title: Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
zbMATH Open document ID: 1059.90129
published in: Mathematical Programming. Series A. Series B
publication date: 2004-03-11T00:00:00Z
full work available at URL: unige:5851
review text: 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.
reviewed by: Oleg A. Shcherbina
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C60
zbMATH DE Number: 2055186
zbMATH Keywords: nonlinear optimization
zbMATH Keywords: barrier function
zbMATH Keywords: central path
zbMATH Keywords: finite polynomial complexity
author: Yuri Nesterov
author: Jean-Philippe Vial
MaRDI profile type: Publication
OpenAlex ID: W1987602884
DOI: 10.1007/S10107-003-0392-8
description: scientific article; zbMATH DE number 2055186