On the Riemannian Geometry Defined by Self-Concordant Barriers and Interior-Point Methods
نویسندگان
چکیده
منابع مشابه
On the Riemannian Geometry Defined by Self-Concordant Barriers and Interior-Point Methods
We consider the Riemannian geometry defined on a convex set by the Hessian of a selfconcordant barrier function, and its associated geodesic curves. These provide guidance for the construction of efficient interior-point methods for optimizing a linear function over the intersection of the set with an affine manifold. We show that algorithms that follow the primal-dual central path are in some ...
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ژورنال
عنوان ژورنال: Foundations of Computational Mathematics
سال: 2002
ISSN: 0025-5831
DOI: 10.1007/s102080010032