Unifying Investigation of Interior-Point Methods for Convex Programming

摘要

In the recent past a number of papers were written that present low complexityinterior-point methods for different classes of convex programs. The goal of this article is to show that the logarithmic barrier function associated with these programs is self-concordant, and that the analyses of interior-point methods for these programs can thus be reduced to the analysis of interior-point methods with self-concordant barrier functions. (Copyright (c) 1993 by Faculty of Technical Mathematics and Informatics, Delft, The Netherlands.)