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Interior-point methods via self-concordance or relative lipschitz condition

 

作者: Florian Jarre,  

 

期刊: Optimization Methods and Software  （Taylor Available online 1995）
卷期: Volume 5, issue 1  

页码: 75-104

 

ISSN:1055-6788

 

年代: 1995

 

DOI:10.1080/10556789508805603

 

出版商: Gordon and Breach Science Publishers

 

关键词: Convex Programming;Self-Concordance;Ellipsoidal Approximations

 

数据来源: Taylor

 

摘要:

In this article we present a simple introduction to the notion of self-concordance and its implications for convex programming. We consider certain interior-point methods for solving convex programs

 

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