Generalization of Primal-Dual Interior-Point Methods to Convex Optimization Problems in Conic Form

Foundations of Computational Mathematics

Volumn 1, Issue 3, 2001, Pages 229-254

  Tunçel, Levent ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Convex optimization; Interior point method; Polynomial iteration complexity; Primal dual algorithms; Quasi Newton updates; Self concordant barriers; Symmetric cones; Variable metric methods

Indexed keywords

CONES; CONVEX OPTIMIZATION; ITERATIVE METHODS; LARGE SCALE SYSTEMS; LEAST SQUARES APPROXIMATIONS; LINEAR PROGRAMMING; LINEAR TRANSFORMATIONS; MATHEMATICAL TRANSFORMATIONS; NEWTON-RAPHSON METHOD;

INTERIOR-POINT METHOD; PRIMAL DUAL ALGORITHMS; QUASI-NEWTON UPDATE; SELF-CONCORDANT BARRIERS; SYMMETRIC CONE; VARIABLE METRIC METHODS;

OPTIMIZATION;

EID: 0347143022     PISSN: 16153375     EISSN: 16153383     Source Type: Journal    
DOI: 10.1007/s002080010009     Document Type: Article

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