Self-scaled barriers for irreducible symmetric cones

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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 languageEnglish
Pages (from-to)715-723
Number of pages9
JournalSIAM Journal on Optimization
Volume12
Issue number3
DOIs
StatePublished - 2002
Externally publishedYes

Keywords

  • Euclidean Jordan algebras
  • Interior-point methods
  • Self-scaled barrier functions
  • Semidefinite programming
  • Symmetric cones

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