Augmented self-concordant barriers and nonlinear optimization problems with finite complexity

Mathematical Programming

Volumn 99, Issue 1, 2004, Pages 149-174

  Nesterov, Yu ^a   Vial, J Ph ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Augmented barrier; Finite methods; Nonlinear optimization; Self concordant functions

Indexed keywords

COMPUTATION THEORY; MATRIX ALGEBRA; OPTIMIZATION; POLYNOMIALS; TRAJECTORIES;

AUGMENTED BARRIER; FINITE METHODS; NONLINEAR OPTIMIZATION; SELF-CONCORDANT FUNCTIONS;

NONLINEAR PROGRAMMING;

EID: 21044446526     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-003-0392-8     Document Type: Article

References (5)

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2. Horn, R.A., Johnson, Ch.R.: Matrix Analysis, Cambridge University Press, Cambridge, 1985
3. Nesterov, Yu., Nemirovsky, A.: Interior Point Polynomial Algorithms in Convex Programming. SIAM, Philadelphia, 1994
4. Nesterov, Yu., Vial, J.-Ph.: Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities. SIAM Journal on Optimization 9, 707-728 (1999)
5. Renegar, J.: A Mathematical View of Interior-Point Methods in Convex Optimization. CORE Lecture Series, 1999