Self-scaled barriers and interior-point methods for convex programming

Mathematics of Operations Research

Volumn 22, Issue 1, 1997, Pages 1-42

  Nesterov, Yu E ^a   Todd, M J ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b School of Operations Research and Industrial Engineering   (United States)

Author keywords

Conical form; Convex programming; Interior point algorithms; Path following algorithms; Potential reduction algorithms; Self concordant barrier; Self scaled barrier; Self scaled cone

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; CONSTRAINT THEORY; PROBLEM SOLVING;

CONVEX PROGRAMMING PROBLEMS; INTERIOR POINT METHODS; SELF CONCORDANT BARRIER; SYMMETRIC PRIMAL DUAL METHODS;

LINEAR PROGRAMMING;

EID: 0031073753     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.22.1.1     Document Type: Article

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