Journal article
The Volumetric Barrier for Semidefinite Programming
Mathematics of operations research, Vol.25(3), pp.365-380
08/2000
DOI: 10.1287/moor.25.3.365.12212
Abstract
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.
Details
- Title: Subtitle
- The Volumetric Barrier for Semidefinite Programming
- Creators
- Kurt M. Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematics of operations research, Vol.25(3), pp.365-380
- DOI
- 10.1287/moor.25.3.365.12212
- ISSN
- 0364-765X
- eISSN
- 1526-5471
- Language
- English
- Date published
- 08/2000
- Academic Unit
- Industrial and Systems Engineering; Computer Science; Business Analytics
- Record Identifier
- 9984380541402771
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