On self-concordant convex-concave functions

Optimization Methods and Software

Volumn 11, Issue 1, 1999, Pages 303-384

  Nemirovski, Arkadi ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; POLYNOMIALS;

PATH-FOLLOWING INTERIOR POINT METHODS; SELF-CONCORDANT CONVEX-CONCAVE FUNCTION; SEMIDEFINITE PROGRAMMING (SDP);

MATHEMATICAL PROGRAMMING;

EID: 0033295103     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/10556789908805755     Document Type: Article

References (8)

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3. Khachiyan, L. G. and Todd, M. J. (1993). On the complexity of approximating the maximal inscribed ellipsoid for a polytope, Mathematical Programming, 61, 137-159.
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5. Nesterov, Yu. and Nemirovski, A. (1994). Interior point polynomial algorithms in Convex Programming. SIAM Publications, Philadelphia, USA.
6. Nesterov, Yu. (1993). Long-step strategies in interior point path-following methods -Preprint, Departement d'Economie Commerciale et Industrielle, Universite de Geneve, 102 Bd. Carl Vogt, CH-1211 Geneve 4, Switzerland, September.
7. Nesterov, Yu. and Nemirovski, A. (1998). Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods, Mathematics of Operations Research, 23, 1-38.
8. Rockafellar, R. T. (1970). Convex Analysis, Princeton University Press.