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

Author

Listed:
  • 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.

Suggested Citation

  • Nesterov, Y. & Vial, J.P., 2000. "Augmented Self-Concordant Barriers and Nonlinear Optimization Problems with Finite Complexity," Papers 2000.18, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    • Handle: RePEc:fth:ehecge:2000.18
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    More about this item

    Keywords

    OPTIMIZATION ; FINITE METHODS ; AUGMENTED BARRIER;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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