The volumetric barrier for semidefinite programming

被引：15
作者：
Anstreicher, KM [1 ]
机构：
[1] Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
来源：
MATHEMATICS OF OPERATIONS RESEARCH | 2000年 / 25卷 / 03期
关键词：
volumetric barrier; semidefinite programming; self-concordance;
D O I：
10.1287/moor.25.3.365.12212
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider the volumetric barrier for semidefinite programming, or "generalized" volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the Volumetric barrier for a polyhedral set to the semidefinite case. Our analysis facilitates a simplified proof of self-concordance for the semidefinite volumetric barrier, as well as for the combined volumetric-logarithmic barrier for semidefinite programming. For both of these barriers we obtain self-concordance parameters equal to those previously shown to hold in the polyhedral case.
引用
收藏
页码：365 / 380
页数：16
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