A new line-search step based on the Weierstrass \(\wp\)-function for minimizing a class of logarithmic barrier functions (Q1338825)

For solving a constrained optimization problem with four times continuously differentiable functions a logarithmic barrier function method is presented. The self-concordance of order two of the barrier function to a given line is defined: \(| f''''(0) | \leq 6f''(0)^ 2\), \(f''(0) \geq 0\). This class includes as special cases linear and convex quadratic programming problems, entropy programming problems and minimization problems over the cone of positive semidefinite matrices. It is shown that the new bound is better than the known Nesterov- Nemirovskij bound for the case of a self-concordant function of order one.