Name
Abstract | ||
|---|---|---|
Let * where * and * i is an n×n positive semidefinite matrix. We prove that the volumetric and combined volumetric-logarithmic barriers for * are * and * self-concordant, respectively. Our analysis uses the semidefinite programming (SDP) representation for the convex quadratic constraints defining *, and our earlier results on the volumetric barrier for SDP. The self-concordance results actually hold for a class of SDP problems more general than those corresponding to the SDP representation of *. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1007/s10107-003-0513-4 | Mathematical Programming: Series A and B |
Keywords | Field | DocType |
Volumetric barrier,Convex quadratic constraints,Semidefinite programming | Discrete mathematics,Mathematical optimization,Positive-definite matrix,Quadratic equation,Regular polygon,Logarithm,Quadratic programming,Convex optimization,Mathematics,Semidefinite programming | Journal |
Volume | Issue | ISSN |
100 | 3 | 0025-5610 |
Citations | PageRank | References |
1 | 0.38 | 7 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kurt M. Anstreicher | 1 | 633 | 86.40 |