Recursive Construction of Optimal Self-Concordant Barriers for Homogeneous Cones

نویسنده

  • OLENA SHEVCHENKO
چکیده

In this paper, we give a recursive formula for optimal dual barrier functions on homogeneous cones. This is done in a way similar to the primal construction of Güler and Tunçel [1] by means of the dual Siegel cone construction of Rothaus [2]. We use invariance of the primal barrier function with respect to a transitive subgroup of automorphisms and the properties of the duality mapping, which is a bijection between the primal and the dual cones. We give simple direct proofs of self-concordance of the primal optimal barrier and provide an alternative expression for the dual universal barrier function.

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تاریخ انتشار 2006