Abstract
Self-scaled barrier functions are fundamental objects in the theory of interior-point methods for linear optimization over symmetric cones, of which linear and semidefinite programming are special cases. In this article we classify the special class of self-scaled barriers which are defined on irreducible symmetric cones. Together with a decomposition theorem for general self-scaled barriers this concludes the algebraic classification theory of these functions.
| Original language | English |
|---|---|
| Pages (from-to) | 715-723 |
| Number of pages | 9 |
| Journal | SIAM Journal on Optimization |
| Volume | 12 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2002 |
| Externally published | Yes |
Keywords
- Euclidean Jordan algebras
- Interior-point methods
- Self-scaled barrier functions
- Semidefinite programming
- Symmetric cones