Two properties of condition numbers for convex programs via implicitly defined barrier functions (Q1849258)
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scientific article; zbMATH DE number 1836916
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| English | Two properties of condition numbers for convex programs via implicitly defined barrier functions |
scientific article; zbMATH DE number 1836916 |
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Two properties of condition numbers for convex programs via implicitly defined barrier functions (English)
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1 December 2002
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The potential explosive growth of the condition numbers of the linear equations arising in interior-point methods is discussed. Two types of estimates on the growth of these condition numbers along the central path have been previously developed. In this paper, two bounds for such estimates are derived and stated in fundamentally different ways and shown to be compatible. Conic systems and their distance to infeasibility is discussed. A generalization of an earlier algorithm is given. The implicitly defined function approach enables a succinct consolidation of several results regarding self-concordant functions, the central path of a convex program, and conic systems and their distance to infeasibility.
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convex programs
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condition numbers
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interior-point methods
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algorithm
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distance to infeasibility
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0.8816208
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0.8684548
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0.86674905
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0.8654107
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