A Note on a Self-concordant Barrier Function
The theory of self-concordant barrier functions 1 provides an algorithm with polynomial complexity applicable to linear and convex optimization problem. In this paper we probe into the properties of self-concordant barrier functions, compare it with barrier functions based on kernel functions, and give an example of a local self-concordant barrier function based on a kernel function.
linear optimization self-concordant function kernel function central path interior-point methods
Zhengjing Jin Yanqin Bai Lipu Zhang
School of Science, Zhejiang Forestry University, Hangzhou, 311300, China Department of Mathematics, Shanghai University, Shanghai 200444, China
国际会议
The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)
杭州
英文
279-282
2009-07-09(万方平台首次上网日期,不代表论文的发表时间)