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On self-concordant barriers for generalized power cones
Optimization Letters ( IF 1.3 ) Pub Date : 2021-06-16 , DOI: 10.1007/s11590-021-01748-7
Scott Roy , Lin Xiao

In the study of interior-point methods for nonsymmetric conic optimization and their applications, Nesterov (Optim Methods Softw 27(4–5): 893–917, 2012) introduced a 4-self-concordant barrier for the power cone, also known as Koecher’s cone. In his PhD thesis, Chares (Cones and interior-point algorithms for structured convex optimization involving powers and exponentials, PhD thesis, Universite catholique de Louvain, 2009) found an improved 3-self-concordant barrier for the power cone. In addition, he introduced the generalized power cone, and conjectured a “nearly optimal” self-concordant barrier for it. In this paper, we prove Chares’ conjecture. As a byproduct of our analysis, we derive a self-concordant barrier for a nonnegative power cone.



中文翻译:

关于广义功率锥的自谐障碍

在非对称圆锥优化的内点方法及其应用的研究中,Nesterov (Optim Methods Softw 27(4-5): 893-917, 2012) 为功率圆锥引入了 4-self-concordant 势垒,也称为Koecher锥体。在他的博士论文中,Chares(用于涉及幂和指数的结构化凸优化的锥体和内点算法,博士论文,鲁汶大学,2009 年)发现了功率锥的改进的 3-自协调屏障。此外,他还引入了广义功率锥,并为其推测了一个“近乎最优”的自谐屏障。在本文中,我们证明了 Chares 猜想。作为我们分析的副产品,我们推导出了非负功率锥的自调屏障。

更新日期:2021-06-16
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