By James Renegar

I'm a training aerospace engineer and that i came across this e-book to be lifeless to me. It has nearly no examples. definite, it has a whole lot mathematical derivations, proofs, theorms, and so on. however it is dead for the kind of Interior-Point difficulties that i have to clear up every day.

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Extra resources for A mathematical view of interior-point methods in convex optimization

Sample text

This self-concordant functional is important for LPs with constraints written in the form Ax > b. " To provide the reader with another (logarithmic barrier) functional with which to apply the above theorems, we mention that x H> — ln(l — ||jt||2) is a self-concordant functional with domain the open unit ball. 7 that is a self-concordant functional whose domain is the ellipsoid, yet another logarithmic barrier function. 6. t. any reference norm) are always bounded from below, such a functional need not have a minimizer even if it is continuous.

The bounds are greater than the bounds for the long-step barrier method by a factor J&f. 5 Matters of Definition There are various equivalent ways of defining self-concordant functionals. 5. Matters of Definition 55 Nesterov and Nemirovskii [15]. In this section we consider various equivalent definitions of self-concordance, including the original definition. We close the section with a brief discussion of the term "strongly nondegenerate," a term we have suppressed. The proofs in this section are more technical than conceptual, yielding useful results, but ones that are not central to understanding the core theory of ipm's.

I f x , y € Df satisfy (g(x),y — x} > 0, then y e Proof. Restricting / to the line through x and y, we may assume / is univariate. , g(x) is a nonnegative number. *) + v\\x > |. Since 8x(x) > 0» we have || v \\x < |. 10, we find there exists u satisfying Note that \\u\\x < 1. 3. Barrier Functionals 39 where the last inequality makes use of gx(x) + v and y — x both being nonnegative. However, since H&tOt) + v\\x > | only if v = 0 (and hence only if u = 0), we Thus, from which the theorem is immediate.