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  • Search: subject:"primal-dual conic optimization problem"
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Subject
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barrier calculus 1 interior-point methods 1 primal-dual conic optimization problem 1 self-concordant barriers 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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NESTEROV, Yu. 1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1
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RePEc 1
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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 +...
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