ISSN:
1436-4646
Keywords:
Barrier functions
;
Self-concordance
;
Carathéodory number
;
Homogeneous cones
;
Siegel domain
;
Rank
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We characterize the smallest (best) barrier parameter of self-concordant barriers for homogeneous convex cones. In particular, we prove that this parameter is the same as the rank of the cone which is the number of steps in a recursive construction of the cone (Siegel domain construction). We also provide lower bounds on the barrier parameter in terms of the Carathéodory number of the cone. The bounds are tight for homogeneous self-dual cones. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01584844
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