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Concave gauge functions and applications |
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| Authors: | Abdessamad Barbara Jean -Pierre Crouzeix |
| Affiliation: | (1) Mathématiques Appliquées, Université Blaise Pascal, URA 1501-CRNS, 63177 Aubière, France |
| Abstract: | Many problems of optimization involve the minimization of an objective function on a convex cone. In this respect we define a concave gauge function which will be used in interior point methods.Application are given in particular on the space of real symmetric matrices. |
| Keywords: | Concave gauge function concave barrier function potential gauge function |
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