Title
New self-concordant barrier for the hypercube
Date Issued
01 December 2007
Access level
metadata only access
Resource Type
journal article
Author(s)
Oliveira P.
Universidad Federal de Río de Janeiro, Río de Janeiro
Publisher(s)
Springer New York
Abstract
We introduce a new barrier function to build new interior-point algorithms to solve optimization problems with bounded variables. First, we show that this function is a (3/2)n-self-concordant barrier for the unitary hypercube [0,1] n , assuring thus the polynomial property of related algorithms. Second, using the Hessian metric of that barrier, we present new explicit algorithms from the point of view of Riemannian geometry applications. Third, we prove that the central path defined by the new barrier to solve a certain class of linearly constrained convex problems maintains most of the properties of the central path defined by the usual logarithmic barrier. We present also a primal long-step path-following algorithm with similar complexity to the classical barrier. Finally, we introduce a new proximal-point Bregman type algorithm to solve linear problems in [0,1] n and prove its convergence. © 2007 Springer Science+Business Media, LLC.
Start page
475
End page
490
Volume
135
Issue
3
Language
English
OCDE Knowledge area
Ingeniería de sistemas y comunicaciones
Ciencias de la computación
Subjects
Scopus EID
2-s2.0-36148973606
Source
Journal of Optimization Theory and Applications
ISSN of the container
00223239
Sources of information:
Directorio de Producción Científica
Scopus