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

DOI10.1016/S0377-2217(02)00297-7zbMath1058.90050OpenAlexW2013233766MaRDI QIDQ1848383

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

Interior-point methodsConvex optimization\(l_p\)-norm optimizationGeometric 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)

Related Items

Self-concordant functions for optimization on smooth manifolds, ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems

Cites Work

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