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A sufficient condition for self-concordance,with application to some classes of structured convex programming problems
Authors:D den Hertog  F Jarre  C Roos  T Terlaky
Institution:(1) Faculty of Technical Mathematics and Computer Science, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, Netherlands;(2) Institut für Angewandte Mathematik und Statistik, Universität Würzburg, Am Hubland, Würzburg, Germany
Abstract:Recently a number of papers were written that present low-complexity interior-point methods for different classes of convex programs. The goal of this article is to show that the logarithmic barrier function associated with these programs is self-concordant. Hence the polynomial complexity results for these convex programs can be derived from the theory of Nesterov and Nemirovsky on self-concordant barrier functions. We also show that the approach can be applied to some other known classes of convex programs.This author's research was supported by a research grant from SHELL.On leave from the Eötvös University, Budapest, Hungary. This author's research was partially supported by OTKA No. 2116.
Keywords:Interior-point method  Barrier function  Dual geometric programming  (Extended) entropy programming  Primal and duall p -programming  Relative Lipschitz condition  Scaled Lipschitz condition  Self-concordance
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