Self-Scaled Barrier Functions on Symmetric Cones and Their Classification

Self-Scaled Barrier Functions on Symmetric Cones and Their Classification

Numerical Analysis Reports SELF–SCALED BARRIER FUNCTIONS ON SYMMETRIC CONES AND THEIR CLASSIFICATION

Self–scaled barrier functions on self–scaled cones were introduced through a set of axioms in 1994 by Y. E. Nesterov and M. J. Todd as a tool for the construction of long–step interior point algorithms. This paper provides firm foundation for these objects by exhibiting their symmetry properties, their intimate ties with the symmetry groups of their domains of definition, and subsequently their...

SELF { SCALED BARRIER FUNCTIONS ONSYMMETRIC CONES AND THEIR CLASSIFICATIONRaphael

Self{scaled barrier functions on self{scaled cones were introduced through a set of axioms in 1994 by Y. E. Nesterov and M. J. Todd as a tool for the construction of long{step interior point algorithms. This paper provides rm foundation for these objects by exhibiting their symmetry properties, their intimate ties with the symmetry groups of their domains of deenition, and subsequently their de...

Self-Scaled Barriers for Irreducible Symmetric Cones

Self{scaled barrier functions are fundamental objects in the theory of interior{point methods for linear optimization over symmetric cones, of which linear and semideenite programming are special cases. We are classifying all self{scaled barriers over irreducible symmetric cones and show that these functions are merely homothetic transformations of the universal barrier function. Together with ...

Numerical Analysis Reports SELF–SCALED BARRIERS FOR IRREDUCIBLE SYMMETRIC CONES

Self–scaled barrier functions are fundamental objects in the theory of interior–point methods for linear optimization over symmetric cones, of which linear and semidefinite programming are special cases. We are classifying all self–scaled barriers over irreducible symmetric cones and show that these functions are merely homothetic transformations of the universal barrier function. Together with...