Self-concordant barriers for cones generated by Chebyshev systems

被引:6
作者
Faybusovich, L [1 ]
机构
[1] Univ Notre Dame, Dept Math, Notre Dame, IN 46556 USA
关键词
interior-point algorithms; characteristic functions of convex cones; T-systems;
D O I
10.1137/S1052623401386782
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We explicitly calculate characteristic functions of cones of generalized polynomials corresponding to Chebyshev systems on intervals of the real line and the circle. Thus, in principle, we calculate homogeneous self-concordant barriers for this class of cones. This class includes almost all cones of squares considered in [Y. Nesterov, High Performance Optimization, Kluwer, Dordrecht, 2000, pp. 441-466]. Our construction, however, is applicable to a much broader class of cones.
引用
收藏
页码:770 / 781
页数:12
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