A sufficient condition for self-concordance, with application to some classes of structured convex programming problems

A sufficient condition for self-concordance, with application to some classes of structured convex programming problems

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Article ID: iaor19971056
Country: Netherlands
Volume: 69
Issue: 1
Start Page Number: 75
End Page Number: 88
Publication Date: Jul 1995
Journal: Mathematical Programming (Series A)
Authors: , , ,
Keywords: interior point methods
Abstract:

Recently a number of papers were written that present low-complexity interior-point methods for different classes of convex programs. The goal of this article is to show that the logarithmic barrier function associated with these programs is self-concordant. Hence the polynomial complexity results for these convex programs can be derived from the theory of Nexterov and Nemirovsky on self-concordant barrier functions. The authors also show that the approach can be applied to some other known classes of convex problems.

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