Article ID: | iaor1998386 |
Country: | Netherlands |
Volume: | 74 |
Issue: | 3 |
Start Page Number: | 237 |
End Page Number: | 246 |
Publication Date: | Sep 1996 |
Journal: | Mathematical Programming |
Authors: | Schaible Siegfried, Jarre Florian, Freund Roland W. |
Keywords: | barrier function |
Given a self-concordant barrier function for a convex set 𝒮, we determine a self-concordant barrier function for the conic hull 𝒮 of