Recursive construction of optimal self-concordant barriers for homogeneous cones

DOI10.1007/S10957-008-9451-XMaRDI QIDQ1016397zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 5 May 2009

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-008-9451-x

zbMATH Keywords

Legendre-Fenchel transformationSiegel conesuniversal barriers

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Recommendations

• Canonical barriers on convex cones
• Characterization of the barrier parameter of homogeneous convex cones
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• Self-concordant barriers for cones generated by Chebyshev systems
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Cites work

• scientific article; zbMATH DE number 108354 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 3225176 (Why is no real title available?)
• scientific article; zbMATH DE number 3232143 (Why is no real title available?)
• Algebraic Description of Homogeneous Cones
• Barrier Functions in Interior Point Methods
• Characterization of the barrier parameter of homogeneous convex cones
• Domains of positivity
• Geometry of homogeneous convex cones, duality mapping, and optimal self-concordant barriers
• Homogeneous Siegel domains
• Inductive Construction of Homogeneous Cones
• On the Self-Concordance of the Universal Barrier Function
• On the optimal parameter of a self-concordant barrier over a symmetric cone
• Symbolic computation of Fenchel conjugates
• Symbolic computation of multidimensional Fenchel conjugates
• The construction of homogeneous convex cones
• ``Cone-free primal-dual path-following and potential-reduction polynomial time interior-point methods

Cited in

(8)

• An entire space polynomial-time algorithm for linear programming
• Projectively Self-Concordant Barriers
• Canonical barriers on convex cones
• Geometry of homogeneous convex cones, duality mapping, and optimal self-concordant barriers
• Calculation of Universal Barrier Functions for Cones Generated by Chebyshev Systems Over Finite Sets
• Self-concordant barriers for cones generated by Chebyshev systems
• On the optimal parameter of a self-concordant barrier over a symmetric cone
• Self-scaled barriers for irreducible symmetric cones

Describes a project that uses

Uses Software

• fenchel

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