hBcnorm optimization

Improving complexity of structured convex optimization problems using self-concordant barriers

  • François Glineur
    • Categories Convex Optimization Tags , , , , ,

    The purpose of this paper is to provide improved complexity results for several classes of structured convex optimization problems using to the theory of self-concordant functions developed in [2]. We describe the classical short-step interior-point method and optimize its parameters in order to provide the best possible iteration bound. We also discuss the necessity of … Read more

    A conic formulation for hBcnorm optimization

  • François Glineur
  • Tamás Terlaky
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , ,

    In this paper, we formulate the $l_p$-norm optimization problem as a conic optimization problem, derive its standard duality properties and show it can be solved in polynomial time. We first define an ad hoc closed convex cone, study its properties and derive its dual. This allows us to express the standard $l_p$-norm optimization primal problem … Read more