Ontology type: schema:Chapter
1989
AUTHORSF. Jarre
ABSTRACTWe give a complexity analysis concerning the global convergence of the method of analytic centers for solving generalized smooth convex programs. We prove that the analytic center of the feasible set provides a two-sided ellipsoidal approximation of this set, whose tightness, as well as the global rate of convergence of the algorithm, only depends on the number of constraints and on a relative Lipschitz constant of the Hessian matrices of the constraint functions, but not on the data of the constraint functions. This work extends the results in [5] where the solution of problems with convex quadratic constraint functions has been discussed. More... »
PAGES69-85
Optimization
ISBN978-3-540-51970-6
http://scigraph.springernature.com/pub.10.1007/bfb0083587
DOIhttp://dx.doi.org/10.1007/bfb0083587
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