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Local Self-concordance of Barrier Functions Based on Kernel-functions
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چکیده: (38353 مشاهده) |
| Many efficient interior-point methods (IPMs) are based on the use of a self-concordant barrier function for the domain of the problem that has to be solved. Recently, a wide class of new barrier functions has been introduced in which the functions are not self-concordant, but despite this fact give rise to efficient IPMs. Here, we introduce the notion of locally self-concordant barrier functions and we prove that the new barrier functions are locally self-concordant. In many cases, the (local) complexity numbers of the new barrier functions along the central path are better than the complexity number of the logarithmic barrier function by a factor between 0.5 and 1. |
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متن کامل [PDF 852 kb]
(64996 دریافت)
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نوع مطالعه: پژوهشی |
دریافت: 1392/3/31 | پذیرش: 1392/4/1 | انتشار: 1392/4/1
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