Augmented Self-Concordant Barriers and Nonlinear Optimization Problems with Finite Complexity.

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.

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Year of publication:	2000
Authors:	Nesterov, Y. ; Vial, J.P.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	OPTIMIZATION \| FINITE METHODS \| AUGMENTED BARRIER

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	25 pages
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634271