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: 6206956 / rank
 
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Property / zbMATH Keywords
 
interior-point methods
Property / zbMATH Keywords: interior-point methods / rank
 
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Property / zbMATH Keywords
 
iteration complexities
Property / zbMATH Keywords: iteration complexities / rank
 
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Property / zbMATH Keywords
 
curvature integral
Property / zbMATH Keywords: curvature integral / rank
 
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Property / zbMATH Keywords
 
semidefinite programs
Property / zbMATH Keywords: semidefinite programs / rank
 
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Property / zbMATH Keywords
 
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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Property / zbMATH Keywords
 
information geometry
Property / zbMATH Keywords: information geometry / rank
 
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Revision as of 11:23, 28 June 2023

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Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs
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    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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