A Local Self-concordant Finite Barrier Function

摘要：

Self-concordant functions 1 is the key to efficient algorithms for linear and quadratic convex optimization, it provides us an algorithm with polynomial-time iterations to solve linear and quadratic convex optimization problem. In this paper we prove that the fmite barrier function introduced in 3 is a local self-concordant barrier function.

关键词： linear optimization self-concordant function kernel function interior-point methods

作者: Zhengjing Jin Yanqin Bai

作者单位: School of Science,Zhejiang Forestry University, Hangzhou, 311300,China

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 640-644

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）