On the Riemannian geometry defined by self-concordant barriers and interior-point methods. (Q1865823): Difference between revisions

The authors studies the geometric properties of convex sets equipped with the Riemannian metric defined by the Hessian of the supporting convex function. In particular they study the geodesic curves associated to this metric. Indeed, these provide guidance for the construction of efficient interior-point methods for optimizing a linear function over the intersection of the set with an affine manifold. They show that algorithms following the primal-dual central path are in some sense close to optimal. Other results in this direction are proved. They also compute geodesics in several simple sets.