Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs (Q364723): Difference between revisions
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The authors consider interior-point algorithms for semi-definite programming and symmetric conic programming problems. They apply a differential geometric framework, the so-called information geometry, to these classes of problems and show relationships between complexity analysis and the curvature integral taken along the central path. | |||
Property / review text: The authors consider interior-point algorithms for semi-definite programming and symmetric conic programming problems. They apply a differential geometric framework, the so-called information geometry, to these classes of problems and show relationships between complexity analysis and the curvature integral taken along the central path. / rank | |||
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Property / reviewed by: Jan-Joachim Rückmann / rank | |||
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Property / Mathematics Subject Classification ID: 90C51 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C22 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6206956 / rank | |||
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Property / zbMATH Keywords | |||
interior-point methods | |||
Property / zbMATH Keywords: interior-point methods / rank | |||
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iteration complexities | |||
Property / zbMATH Keywords: iteration complexities / rank | |||
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curvature integral | |||
Property / zbMATH Keywords: curvature integral / rank | |||
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semidefinite programs | |||
Property / zbMATH Keywords: semidefinite programs / rank | |||
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symmetric cone programs | |||
Property / zbMATH Keywords: symmetric cone programs / rank | |||
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conic programming | |||
Property / zbMATH Keywords: conic programming / rank | |||
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information geometry | |||
Property / zbMATH Keywords: information geometry / rank | |||
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Revision as of 11:23, 28 June 2023
scientific article
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English | Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs |
scientific article |
Statements
Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs (English)
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9 September 2013
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The authors consider interior-point algorithms for semi-definite programming and symmetric conic programming problems. They apply a differential geometric framework, the so-called information geometry, to these classes of problems and show relationships between complexity analysis and the curvature integral taken along the central path.
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interior-point methods
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iteration complexities
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curvature integral
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semidefinite programs
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symmetric cone programs
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conic programming
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information geometry
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