Abstract
We introduce a new barrier-type function which is not a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, the iteration bound of a large-update interior-point method based on this function is shown to be $O({\sqrt{n}\,({\rm log}\,n)\,{\rm log}\,\frac{n}{\varepsilon}})$, which is as good as the currently best known bound for large-update methods. The recently introduced property of \emph{exponential convexity} for the kernel function underlying the barrier function, as well as the strong convexity of the kernel function, are crucial in the analysis.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.