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: | Roos C., Hertog D. den, Terlaky T., Jarre F. |
Keywords: | interior point methods |
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.