Two interior-point algorithms for a class of convex programming problems
作者:
Stefano Herzel1,
MichaelJ. Todd,
期刊:
Optimization Methods and Software
(Taylor Available online 1995)
卷期:
Volume 5,
issue 1
页码: 27-55
ISSN:1055-6788
年代: 1995
DOI:10.1080/10556789508805601
出版商: Gordon and Breach Science Publishers
数据来源: Taylor
摘要:
This paper describes two algorithms for the problem of minimizing a linear function over the intersection of an affine set and a convex set which is required to be the closure of the domain of a strongly self-concordant Barrier function. One algorithm is a path-following methods while the other is a primal potential-reduction method. We give bounds on the number of iterations necessary to attain a given accuracy
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