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.
Recommendations
Cites work
- scientific article; zbMATH DE number 3146819 (Why is no real title available?)
- scientific article; zbMATH DE number 46305 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 6843252 (Why is no real title available?)
- Hyperbolic Polynomials and Interior Point Methods for Convex Programming
- Hyperbolic polynomials and convex analysis
- Hyperbolic programs, and their derivative relaxations
- Linear matrix inequality representation of sets
- Multivariate Pólya-Schur classification problems in the Weyl algebra
- Obstructions to determinantal representability
- The Lax conjecture is true
- The primal-dual second-order cone approximations algorithm for symmetric cone programming
- Van der Waerden/Schrijver-Valiant like conjectures and stable (aka hyperbolic) homogeneous polynomials: one theorem for all
Cited in
(4)
This page was built for publication: Central swaths
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q358633)
