Optimal ellipsoidal approximations around the analytic center

DOI10.1007/BF01261989zbMath0819.90070MaRDI QIDQ1330921

Florian Jarre

Publication date: 10 August 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

interior-point methodconvex setslogarithmic barrier functionself-concordancetwo-sided ellipsoidal approximations

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10)

Related Items (5)

An interior-point method for multifractional programs with convex constraints ⋮ An Algorithm for Maximizing a Convex Function Based on Its Minimum ⋮ An interior-point method for fractional programs with convex constraints ⋮ On self-concordant barrier functions for conic hulls and fractional programming ⋮ An interior method for nonconvex semidefinite programs

Cites Work

• Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
• Interior-point methods for convex programming
• Method of centers for minimizing generalized eigenvalues
• A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
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