Two properties of condition numbers for convex programs via implicitly defined barrier functions

Two properties of condition numbers for convex programs via implicitly defined barrier functions

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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:
Keywords: barrier function
Abstract:

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.

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