A Mathematical View of Interior-Point Methods in Convex Optimization

DOI10.1137/1.9780898718812zbMath0986.90075MaRDI QIDQ2756074

Publication date: 12 November 2001

Full work available at URL: https://doi.org/10.1137/1.9780898718812

convex optimization; duality; interior-point methods; path-following methods; barrier functionals; self-concordant functionals

Mathematics Subject Classification ID

90C51: Interior-point methods

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

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