|
|
|
|
|
 |
Search published articles |
 |
|
Showing 1 results for Self-Dual Embedding
Bai, Lesaja, Mansouri, Roos, Zangiabadi,
Volume 3, Issue 2 (9-2012)
Abstract
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.
|
|
|
|
|
|
|
|
|
