A SUFFICIENT CONDITION FOR SELF-CONCORDANCE, WITH APPLICATION TO SOME CLASSES OF STRUCTURED CONVEX-PROGRAMMING PROBLEMS

被引：25

作者：

DENHERTOG, D

JARRE, F

ROOS, C

TERLAKY, T

机构：

[1] DELFT UNIV TECHNOL,FAC TECH MATH & COMP SCI,2600 GA DELFT,NETHERLANDS

[2] UNIV WURZBURG,INST ANGEW MATH & STAT,W-8700 WURZBURG,GERMANY

来源：

MATHEMATICAL PROGRAMMING | 1995年 / 69卷 / 01期

关键词：

INTERIOR-POINT METHOD; BARRIER FUNCTION; DUAL GEOMETRIC PROGRAMMING; (EXTENDED) ENTROPY PROGRAMMING; PRIMAL AND DUAL IP-PROGRAMMING; RELATIVE LIPSCHITZ CONDITION; SCALED LIPSCHITZ CONDITION; SELF-CONCORDANCE;

D O I：

10.1007/BF01585553

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Recently a number of papers were written that present low-complexity interior-point methods for different classes of convex programs. The goal of this article is to show that the logarithmic barrier function associated with these programs is self-concordant. Hence the polynomial complexity results for these convex programs can be derived from the theory of Nesterov and Nemirovsky on self-concordant barrier functions. We also show that the approach can be applied to some other known classes of convex programs.

引用

页码：75 / 88

页数：14

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