Global ellipsoidal approximations and homotopy methods for solving convex analytic programs (Q583119): Difference between revisions

The following convex programming problem is considered: inf \(f_ 0(x)\), subject to \(x\in R^ n\) and \(f_ i(x)=0\) for \(i=1,...,m\), where \(f_ i\), \(i=0,1,...,m\) are convex and very smooth, say analytic, functions on a neighbourhood of the feasible set of the problem. The authors deal with some problems of algorithmic complexity, which arise when we solve these convex programming problems by following the trajectory (path) formed by the minimizers of the logarithmic barrier function.