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Self-concordance is NP-hard

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Listed:
  • Lek-Heng Lim

    (University of Chicago)

Abstract

We show that deciding whether a convex function is self-concordant is in general an intractable problem.

Suggested Citation

  • Lek-Heng Lim, 2017. "Self-concordance is NP-hard," Journal of Global Optimization, Springer, vol. 68(2), pages 357-366, June.
    • Handle: RePEc:spr:jglopt:v:68:y:2017:i:2:d:10.1007_s10898-016-0469-6
    DOI: 10.1007/s10898-016-0469-6
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    References listed on IDEAS

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    1. de Klerk, E., 2008. "The complexity of optimizing over a simplex, hypercube or sphere : A short survey," Other publications TiSEM 485b6860-cf1d-4cad-97b8-2, Tilburg University, School of Economics and Management.
    2. NESTEROV, Yu, 2003. "Random walk in a simplex and quadratic optimization over convex polytopes," LIDAM Discussion Papers CORE 2003071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Etienne Klerk, 2008. "The complexity of optimizing over a simplex, hypercube or sphere: a short survey," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 111-125, June.
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