Calculation of universal barrier functions for cones generated by Chebyshev systems over finite sets

Leonid Faybusovich (leonid.faybusovich.1nd.edu)
Michael Gekhtman (michael.gekhtman.1nd.edu)

Abstract: We explicitly calculate universal barrier functions for cones generated by (weakly) Chebyshev systems over finite sets. We show that universal barrier functions corresponding to Chebyshev systems on intervals are obtained as limits of universal barrier functions of their discretizations. The results are heavily rely upon classical work of M. Krein, A. Nudelman and I.J. Schoenberg

Keywords: interior-point methods, Chebyshev systems, semi-infinite programming

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Infinite Dimensional Optimization (Semi-infinite Programming )

Citation: Rechnical report, May, 2003

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Entry Submitted: 06/06/2003
Entry Accepted: 06/07/2003
Entry Last Modified: 06/06/2003

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