Mathematical Sciences: Faculty Publications
Local Self-Concordance of Barrier Functions Based on Kernel Functions
Document Type
Article
Publication Date
2012
Publication Title
Iranian Journal of Operations Research
Abstract
Many efficient interior-point methods (IPMs) are based on the use of a self-concordant barrier function for the domain of the problem that has to be solved. Recently, a wide class of new barrier functions has been introduced in which the functions are not self-concordant, but despite this fact give rise to efficient IPMs. Here, we introduce the notion of locally self-concordant barrier functions and we prove that the new barrier functions are locally self-concordant. In many cases, the (local) complexity numbers of the new barrier functions along the central path are better than the complexity number of the logarithmic barrier function by a factor between 0.5 and 1.
Recommended Citation
Bai, Y., Goran Lesaja, H. Mansouri, C. Roos, M. Zangiabadi.
2012.
"Local Self-Concordance of Barrier Functions Based on Kernel Functions."
Iranian Journal of Operations Research, 3 (2): 1-23.
source: http://www.iors.ir/journal/browse.php?a_code=A-10-327-3&slc_lang=en&sid=1
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/68
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