| Article ID: | iaor19952267 |
| Country: | Germany |
| Volume: | 40 |
| Start Page Number: | 43 |
| End Page Number: | 74 |
| Publication Date: | Jun 1994 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Barbara A., Crouzeix J.-P. |
| Keywords: | gauge functions |
Many problems of optimization involve the minimization of an objective function on a convex cone. In this respect the authors define a concave gauge function which will be used in interior point methods. Applications are given in particular on the space of real symmetric matrices.