This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

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

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Nesterov, Y.
Vial, J.P.
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.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 2000.18.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 25 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:ehecge:2000.18

Contact details of provider:
Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
Web page: http://www.hec.unige.ch/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research
Keywords: OPTIMIZATION ; FINITE METHODS ; AUGMENTED BARRIER;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General

Statistics
Access and download statistics

Did you know? It is the publishers that input data about their publications, as there is no staff at RePEc.

This page was last updated on 2009-12-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.