The Entropic Barrier: Exponential Families, Log-Concave Geometry, and Self-Concordance
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DOI: 10.1287/moor.2017.0923
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References listed on IDEAS
- Ravindran Kannan & Hariharan Narayanan, 2012. "Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming," Mathematics of Operations Research, INFORMS, vol. 37(1), pages 1-20, February.
- Roland Hildebrand, 2014. "Canonical Barriers on Convex Cones," Mathematics of Operations Research, INFORMS, vol. 39(3), pages 841-850, August.
- Thomas M. Cover, 1991. "Universal Portfolios," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 1-29, January.
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Keywords
linear optimization; interior-point methods; self-concordant barrier;All these keywords.
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