The Volumetric Barrier for Semidefinite Programming
نویسنده
چکیده
We consider the volumetric barrier for semide2nite programming, or “generalized” volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the volumetric barrier for a polyhedral set to the semide2nite case. Our analysis facilitates a simpli2ed proof of self-concordance for the semide2nite volumetric barrier, as well as for the combined volumetric-logarithmic barrier for semide2nite programming. For both of these barriers we obtain self-concordance parameters equal to those previously shown to hold in the polyhedral case.
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ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 25 شماره
صفحات -
تاریخ انتشار 2000