Recursive construction of optimal self-concordant barriers for homogeneous cones

DOI10.1007/s10957-008-9451-xzbMath1190.90269MaRDI QIDQ1016397

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 transformation; Siegel cones; universal barriers

Mathematics Subject Classification ID

90C25: Convex programming

90C46: Optimality conditions and duality in mathematical programming

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An entire space polynomial-time algorithm for linear programming

Uses Software

• fenchel

Cites Work

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