Article ID: | iaor20032504 |
Country: | Germany |
Volume: | 93 |
Issue: | 1 |
Start Page Number: | 55 |
End Page Number: | 75 |
Publication Date: | Jan 2002 |
Journal: | Mathematical Programming |
Authors: | Pea J. |
Keywords: | barrier function |
We study two issues on condition numbers for convex programs: one has to do with the growth of the condition numbers of the linear equations arising in interior-point algorithms; the other deals with solving conic systems and estimating their distance to infeasibility. These two issues share a common ground: the key tool for their development is a simple, novel perspective based on implicitly-defined barrier functions. This tool has potential use in optimization beyond the context of condition numbers.