| , Self-concordant functions and polynomial time methods in convex programming, preprint, Central Economic & Mathematical Institute, USSR Acad. Sci. Moscow, USSR, 1989. |
....of [10] by a factor of p n by generating iterates in a narrower neighborhood of the central path. Several authors have discussed generalizations of interior point algorithms for linear programming to the context of SDP. The landmark work in this direction is due to Nesterov and Nemirovskii [14, 15] where a general approach for using interior point methods for solving convex programs is proposed based on the notion of self concordant functions. See their book [17] for a comprehensive treatment of this subject. They show that the problem of minimizing a linear function over a convex set K ....
, Self-concordant functions and polynomial time methods in convex programming, preprint, Central Economic & Mathematical Institute, USSR Acad. Sci. Moscow, USSR, 1989.
....AMS 1991 subject classification: 65K05, 90C25, 90C30. 1 Introduction Several authors have discussed generalizations of interior point algorithms for linear programming (LP) to the context of semidefinite programming (SDP) The landmark work in this direction is due to Nesterov and Nemirovskii [22, 23] where a general approach for using interior point methods for solving convex programs is proposed based on the notion of self concordant functions. See their School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332, USA. e mail: ....
, Self-concordant functions and polynomial time methods in convex programming, preprint, Central Economic & Mathematical Institute, USSR Acad. Sci. Moscow, USSR, 1989.
....matrices. These applications yield new interior point methods for solving these problems whose convergence can be established under some mild assumptions. It should be noted that many interior point methods for the linear version of these problems have been proposed in the literature (e.g. see [1, 2, 3, 4, 6, 8, 10, 11, 12, 15, 16, 19, 20, 22, 23, 24, 25, 26, 27, 29, 32, 34, 35, 37]) We explain some terminology and fix the notation used throughout the paper. For a given subset S of n , we let int S, cl S, and bd S denote, respectively, the interior, closure, and boundary of S. If the mapping H is (Fr echet) differentiable at a point x in its domain, the Jacobian ....
, Self-concordant functions and polynomial time methods in convex programming, preprint, Central Economic & Mathematical Institute, USSR Acad. Sci. Moscow, USSR, 1989.
.... title: Algorithms Based on Monteiro and Zhang Directions 1 Introduction Several authors have discussed generalizations of interior point algorithms for linear programming (LP) to the context of semidefinite programming (SDP) The landmark work in this direction is due to Nesterov and Nemirovskii [22, 23] where a general approach for using interior point methods for solving convex programs is proposed based on the notion of self concordant functions. See their book [25] for a comprehensive treatment of this subject. They show that the problem of minimizing a linear function over a convex set can ....
, Self-concordant functions and polynomial time methods in convex programming, preprint, Central Economic & Mathematical Institute, USSR Acad. Sci. Moscow, USSR, 1989.
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