On self-concordant convex-concave functions

Arkadi Nemirovski

We introduce the notion of a self-concordant convex- concave function, establish basic properties of these functions and develop path-following interior point method for approximating saddle points of....

Research report #3/97, June 1977, Optimization Laboratory Faculty of Industrial Engineering and Management at Technion, Technion City, Haifa 32000, Israel.

Contact: nemirovs@ie.technion.ac.il


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