Augmented Self-Concordant Barriers and Nonlinear Optimization Problems with Finite Complexity

Y. Nesterov and J.P. Vial

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: In this paper we study special barrier functions for the convex cones, which are the sum of a self-concordant barrier for the cone and a positive-semidefinite quadratric form. We show that the central path of these augmented barrier functions can be traced with linear speed. We also study the complexity of finding the analytic center of the augmented barrier.

Keywords: OPTIMIZATION; FINITE METHODS; AUGMENTED BARRIER (search for similar items in EconPapers)
JEL-codes: C60 C61 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:2000.18

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