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On the optimal parameter of a self-concordant barrier over a symmetric cone

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  • Cardoso, Domingos Moreira
  • Vieira, Luis Almeida

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  • Cardoso, Domingos Moreira & Vieira, Luis Almeida, 2006. "On the optimal parameter of a self-concordant barrier over a symmetric cone," European Journal of Operational Research, Elsevier, vol. 169(3), pages 1148-1157, March.
    • Handle: RePEc:eee:ejores:v:169:y:2006:i:3:p:1148-1157
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    References listed on IDEAS

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    1. S. H. Schmieta & F. Alizadeh, 2001. "Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones," Mathematics of Operations Research, INFORMS, vol. 26(3), pages 543-564, August.
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    Cited by:

    1. O. Shevchenko, 2009. "Recursive Construction of Optimal Self-Concordant Barriers for Homogeneous Cones," Journal of Optimization Theory and Applications, Springer, vol. 140(2), pages 339-354, February.

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