Self-concordant barriers for convex approximations of structured convex sets

DOI10.1007/S10208-010-9069-XMaRDI QIDQ707744zbMATH OpenOpenAlexWikidataFDO

Authors Arkadi Nemirovski, Levent Tunçel

Publication date 8 October 2010

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

Full work available at URL https://doi.org/10.1007/s10208-010-9069-x

zbMATH Keywords

convex optimizationsemidefinite programminginterior-point methodspacking-covering problemsself-concordant barriers

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Approximation methods and heuristics in mathematical programming (90C59) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37) Semidefinite programming (90C22) Convex functions and convex programs in convex geometry (52A41)

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• Interior-point methods for optimization

Cites work

• scientific article; zbMATH DE number 729680 (Why is no real title available?)
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Cited in

(7)

• A self-concordant interior point approach for optimal control with state constraints
• On self-concordant barriers for generalized power cones
• Projectively Self-Concordant Barriers
• On max-k-sums
• Improving complexity of structured convex optimization problems using self-concordant barriers
• Generalized self-concordant analysis of Frank-Wolfe algorithms
• On the optimal parameter of a self-concordant barrier over a symmetric cone

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