Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method

DOI10.1137/S105262349427532XMaRDI QIDQ4717548zbMATH OpenFDO

Authors James Renegar

Publication date 19 October 1997

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S105262349427532X

zbMATH Keywords

barrier methodcondition numbersconjugate gradient methodinterior-point methodsystem of inequalities

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical mathematical programming methods (65K05) Linear programming (90C05) Convex programming (90C25)

Recommendations

• Two properties of condition numbers for convex programs via implicitly defined barrier functions
• Condition numbers for polyhedra with real number data
• scientific article; zbMATH DE number 88933

Cited in

(13)

• Condition measures and properties of the central trajectory of a linear program
• Eigenvalue relations and conditions of matrices arising in linear programming
• Condition numbers for polyhedra with real number data
• Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
• The condition number of the double period method
• Extreme points of well-posed polytopes
• Sign consistent linear programming problems
• A condition-based algorithm for solving polyhedral feasibility problems
• Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods
• Conditioning of linear-quadratic two-stage stochastic optimization problems
• A new complexity metric for nonconvex rank-one generalized matrix completion
• Local linear convergence for alternating and averaged nonconvex projections
• Stability under perturbations of some condition numbers in optimization

This page was built for publication: Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4717548)