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Table Of Contents

Self-concordant functions
6.1 Introduction
6.2 Epigraphs and closed convex functions
6.3 Definition of the self-concordance property
6.4 Equivalent formulations of the self-concordance
6.5 Positive definiteness of the Hessian matrix
6.6 Some basic inequalities
6.7 Quadratic convergence of Newton’s method
6.8 Algorithm with full Newton steps
6.9 Linear convergence of the damped Newton
6.10 Further estimates
7.1 Introduction
7.2 Effect of a µ-update
7.4 Algorithm with full Newton steps
7.4.1 Analysis of the algorithm with full Newton steps
7.5 Algorithm with damped Newton steps
7.5.1 Analysis of the algorithm with damped Newton steps
7.6 Adding equality constraints
8.1 Introduction
8.2 Getting a self-concordant barrier for F
8.3 Tools for proving self-concordancy
8.4 Application to the functions in the table of
8.5 Application to other convex problems
8.5.1 Entropy minimization
8.5.2 Extended entropy minimization
8.5.3 ℓp-norm optimization
8.5.4 Geometric optimization
Conic optimization
9.1 Introduction
9.2 Every optimization problem can be modelled as a
9.3 Solution method
9.4 Reduction to inequality system
9.5 Interior-point condition
9.6 Embedding into a self-dual problem
9.7 Self-concordant barrier function for (SP)
Symmetric Optimization
10.1 Self-dual problems over the standard cones
10.1.1 On the structure of the matrix M
10.1.2 Linear cone
10.1.3 Second-order cone
10.1.4 Semidefinite cone
10.2 The general self-dual symmetric case
10.3 Back to the general symmetric case
10.4 What if σ = 0?
10.5 Scaling
10.5.1 The linear case
10.5.2 The quadratic case
10.5.3 The semidefinite case
Some technical lemmas
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【书】nonlinear optimization (SC function)

【书】nonlinear optimization (SC function)

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Published by Xinyu Min

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Published by: Xinyu Min on Feb 24, 2012
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05/13/2014

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