Two properties of condition numbers for convex programs via implicitly defined barrier functions

被引:5
作者
Peña, J [1 ]
机构
[1] Carnegie Mellon Univ, Grad Sch Ind Adm, Pittsburgh, PA 15213 USA
关键词
D O I
10.1007/s101070200294
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We study two issues on condition numbers for convex programs: one has to do with the growth of the condition numbers of the linear equations arising in interior-point algorithms; the other deals with solving conic systems and estimating their distance to infeasibility. These two issues share a common ground: the key tool for their development is a simple, novel perspective based on implicitly-defined barrier functions. This tool has potential use in optimization beyond the context of condition numbers.
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页码:55 / 75
页数:21
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