Central swaths

DOI10.1007/S10208-013-9148-XzbMATH Open1282.90238arXiv1005.5495OpenAlexW2962785474MaRDI QIDQ358633FDOQ358633

Authors: James Renegar 

Publication date: 9 August 2013

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Abstract: We develop a natural generalization to the notion of the central path -- a notion that lies at the heart of interior-point methods for convex optimization. The generalization is accomplished via the "derivative cones" of a "hyperbolicity cone," the derivatives being direct and mathematically-appealing relaxations of the underlying (hyperbolic) conic constraint, be it the non-negative orthant, the cone of positive semidefinite matrices, or other. We prove that a dynamics inherent to the derivative cones generates paths always leading to optimality, the central path arising from a special case in which the derivative cones are quadratic. Derivative cones of higher degree better fit the underlying conic constraint, raising the prospect that the paths they generate lead to optimality quicker than the central path.

Full work available at URL: https://arxiv.org/abs/1005.5495

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zbMATH Keywords

central pathconic programminghyperbolicity conederivative conehyperbolic programming

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51) Semidefinite programming (90C22) Symmetry properties of polytopes (52B15)

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Cited In (4)

• Hyperbolicity cones of elementary symmetric polynomials are spectrahedral
• Solutions to two problems on permanents
• Smooth hyperbolicity cones are spectrahedral shadows
• Dynamical system characterization of the central path and its variants -- a revisit

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