Improving complexity of structured convex optimization problems using self-concordant barriers

Author:

Glineur François

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference19 articles.

1. Implementation of interior-point methods for large scale linear programs;Andersen,1996

2. J. Brinkhuis, Personal communication at the International Symposium on Mathematical Programming, Atlanta, August 2000.

3. A sufficient condition for self-concordance with application to some classes of structured convex programming problems;den Hertog;Mathematical Programming Series B,1995

4. On the classical logarithmic barrier method for a class of smooth convex programming problems;den Hertog;Journal of Optimization Theory and Applications,1992

5. Geometric Programming;Duffin,1967

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2. ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems;Mathematical Programming;2007-06-19

3. Self-concordant functions for optimization on smooth manifolds;Journal of Global Optimization;2006-10-11

4. Self-concordant functions for optimization on smooth manifolds;2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601);2004

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