On the complexity of the primal self-concordant barrier method

On the complexity of the primal self-concordant barrier method

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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:
Abstract:

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.

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