Journal article
The volumetric barrier for convex quadratic constraints
Mathematical programming, Vol.100(3), pp.613-622
07/01/2004
DOI: 10.1007/s10107-003-0513-4
Abstract
Let [InlineMediaObject not available: see fulltext.] where [InlineMediaObject not available: see fulltext.] and [InlineMediaObject not available: see fulltext.]i is an n×n positive semidefinite matrix. We prove that the volumetric and combined volumetric-logarithmic barriers for [InlineMediaObject not available: see fulltext.] are [InlineMediaObject not available: see fulltext.] and [InlineMediaObject not available: see fulltext.] self-concordant, respectively. Our analysis uses the semidefinite programming (SDP) representation for the convex quadratic constraints defining [InlineMediaObject not available: see fulltext.], and our earlier results on the volumetric barrier for SDP. The self-concordance results actually hold for a class of SDP problems more general than those corresponding to the SDP representation of [InlineMediaObject not available: see fulltext.]. © Springer-Verlag 2004.
Details
- Title: Subtitle
- The volumetric barrier for convex quadratic constraints
- Creators
- Kurt M Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.100(3), pp.613-622
- Publisher
- Springer
- DOI
- 10.1007/s10107-003-0513-4
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Language
- English
- Date published
- 07/01/2004
- Academic Unit
- Business Analytics; Industrial and Systems Engineering; Computer Science
- Record Identifier
- 9984380442902771
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