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  • Search: subject:"conic optimization problem"
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Year of publication
Subject
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self-concordant barriers 2 barrier calculus 1 conic optimization problem 1 interior-point methods 1 local quadratic convergence 1 polynomial-time methods 1 predictor-corrector methods 1 primal-dual conic optimization problem 1 worst-case complexity analysis 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
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NESTEROV, Yu. 2 TUNCEL, Levent 1
Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2
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CORE Discussion Papers 2
Source
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RePEc 2
Showing 1 - 2 of 2
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Local quadratic convergence of polynomial-time interior-point methods for conic optimization problems
NESTEROV, Yu.; TUNCEL, Levent - Center for Operations Research and Econometrics (CORE), … - 2009
In this paper, we establish a local quadratic convergence of polynomial-time interior-point methods for general conic optimization problems. The main structural property used in our analysis is the logarithmic homogeneity of self-concordant barrier functions. We propose new path-following...
Persistent link: https://www.econbiz.de/10008550204
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Cover Image
Constructing self-concordant barriers for convex cones
NESTEROV, Yu. - Center for Operations Research and Econometrics (CORE), … - 2006
In this paper we develop a technique for constructing self-concordant barriers for convex cones. We start from a simple proof for a variant of standard result [1] on transformation of a -self-concordant barrier for a set into a self-concordant barrier for its conic hull with parameter (3.08 +...
Persistent link: https://www.econbiz.de/10005043444
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