On the complexity of the primal self-concordant barrier method
نویسنده
چکیده
In his Introductory Lectures on Convex Programming Nesterov has given an algorithm to nd the analytic centre x F for a given -self-concordant barrier F with bounded domain and a given interior point of this domain. The intended use of this algorithm is as an auxiliary phase in a primal short-step path-following method for solving convex programming problems. For the number of iterations in this auxiliary phase an upperbound is given in [N] which for much bigger than 1 is essentially
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 31 شماره
صفحات -
تاریخ انتشار 2003