Improving complexity of structured convex optimization problems using self-concordant barriers

DOI10.1016/S0377-2217(02)00297-7MaRDI QIDQ1848383zbMATHOpenAlexFDO

Authors François Glineur

Publication date 20 November 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-2217(02)00297-7

zbMATH Keywords

Convex optimization\(l_p\)-norm optimizationInterior-point methodsGeometric optimizationSelf-concordant barriersEntropy optimization

Mathematics Subject Classification ID

Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Some results of convex programming complexity
• A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
• Self-concordant barriers for convex approximations of structured convex sets
• A polynomial-time interior-point algorithm based on a local self-concordant finite barrier function
• A full-Newton step polynomial-time algorithm based on a local self-concordant barrier function for linear optimization

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• A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems
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• A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
• On \(\ell_ p\) programming
• On the classical logarithmic barrier function method for a class of smooth convex programming problems
• Primal-dual target-following algorithms for linear programming
• Self-regular functions and new search directions for linear and semidefinite optimization

Cited in

(8)

• A polynomial-time interior-point algorithm based on a local self-concordant finite barrier function
• A full-Newton step polynomial-time algorithm based on a local self-concordant barrier function for linear optimization
• Self-concordant functions for optimization on smooth manifolds
• Some results of convex programming complexity
• On the complexity of the primal self-concordant barrier method.
• Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
• Self-concordant barriers for convex approximations of structured convex sets
• ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems

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