Article ID: | iaor20043303 |
Country: | Netherlands |
Volume: | 31 |
Issue: | 6 |
Start Page Number: | 442 |
End Page Number: | 444 |
Publication Date: | Nov 2003 |
Journal: | Operations Research Letters |
Authors: | Brinkhuis Jan |
The theory of self-concordance, initiated by Nesterov and Nemirovskii, has become very popular in recent years. In this paper an ln ν reduction of the complexity is given for finding the analytical center for a ν-self-concordant barrier. This center-finding step is a crucial one in the primal self-concordant barrier method.