Computing Conjugate Barrier Information for Nonsymmetric Cones-Reference-Cited by-同舟云学术

Computing Conjugate Barrier Information for Nonsymmetric Cones

Published:2022-08-20 Issue: Volume: Page:
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Kapelevich Lea^ORCID,Andersen Erling D.,Vielma Juan Pablo

Abstract

AbstractThe recent interior point algorithm by Dahl and Andersen [10] for nonsymmetric cones as well as earlier works [18, 21] require derivative information from the conjugate of the barrier function of the cones in the problem. Besides a few special cases, there is no indication of when this information is efficient to evaluate. We show how to compute the gradient of the conjugate barrier function for seven useful nonsymmetric cones. In some cases, this is helpful for deriving closed-form expressions for the inverse Hessian operator for the primal barrier.

Funder

Office of Naval Research

National Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

https://link.springer.com/content/pdf/10.1007/s10957-022-02076-1.pdf

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