Two properties of condition numbers for convex programs via implicitly defined barrier functions
Javier Pena (jfpandrew.cmu.edu)
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.
Keywords: convex optimization, barrier functions, implicit functions
Category 1: Convex and Nonsmooth Optimization (Convex Optimization )
Citation: Mathematical Programming 93 (2002) 55--75.
Entry Submitted: 01/15/2001
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|