Self-Scaled Cones and Interior-Point Methods in Nonlinear Programming
AbstractThis paper provides a theoretical foundation for efficient interior-point algorithms for nonlinear programming problems expressed in conic form, when the cone and its associated barrier are self-scaled. For such problems we devise long-step and symmetric primal-dual methods. Because of the special properties of these cones and barriers, our algorithms can take steps that go typically a large fraction of the way to the boundary of the feasible region, rather than being confined to a ball of unit radius in the local norm defined by the Hessian of the barrier.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1994062.
Date of creation: 01 Nov 1994
Date of revision:
Contact details of provider:
Postal: Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium)
Fax: +32 10474304
Web page: http://www.uclouvain.be/core
More information through EDIRC
Nonlinear programming; conical form; interior point algorithms; selfconcordant barrier; self-scaled cone; self-scaled barrier; path-following algorithms; potential-reduction algorithms;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Sotirov, R. & Salahi , M. & Terlaky , T., 2004.
"On Self-Regular IPMs,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-3108007, Tilburg University.
- Maziar Salahi & Renata Sotirov & Tamás Terlaky, 2004. "On self-regular IPMs," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 12(2), pages 209-275, December.
- Klerk, E. de & Roos , C. & Terlaky, T., 1999. "Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-226131, Tilburg University.
- NESTEROV, Yu., 2006. "Constructing self-concordant barriers for convex cones," CORE Discussion Papers 2006030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Berkelaar, A.B. & Sturm, J.F. & Zhang, S., 1996. "Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming," Econometric Institute Research Papers EI 9667-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper 2002-73, Tilburg University, Center for Economic Research.
- NESTEROV, Yu., 2006. "Towards nonsymmetric conic optimization," CORE Discussion Papers 2006028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alain GILLIS).
If references are entirely missing, you can add them using this form.