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

DOI10.1016/S0377-2217(02)00297-7zbMATH Open1058.90050OpenAlexW2013233766MaRDI QIDQ1848383FDOQ1848383

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

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

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)

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Cited In (7)

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

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