UNIGE document Report
previous document  unige:5851  next document
add to browser collection
Title

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

Authors
Nestorov, Yurii
Year 2000
Collection Cahiers de recherche; 2000.18
Abstract In this paper we study special barrier functions for the convex cones, which are the sum of a self-concordant barrier for the cone and a positive-semidefinite quadratric form. We show that the central path of these augmented barrier functions can be traced with linear speed. We also study the complexity of finding the analytic center of the augmented barrier. This problem itself has some interesting applications. We show that for some special classes of quadratic forms and some convex cones, the computation of the analytic center requires an amount of operations independent on the particular data set. We argue that these problems form a class that is endoweed with a property which we call finite polynomial complexity.
Keywords Augmented barrierSelf-concordant functionsFinite methodsNonlinear optimization
Full text
Structures
Citation
(ISO format)
NESTOROV, Yurii, VIAL, Jean-Philippe. Augmented self-concordant barriers and nonlinear optimization problems with finite complexity. 2000 https://archive-ouverte.unige.ch/unige:5851

181 hits

490 downloads

Update

Deposited on : 2010-04-15

Export document
Format :
Citation style :