On normal self-concordant barriers and long-step interior point methods

A. Nemirovski

We introduce a new notion related to the self-concordance- based theory of polynomial time interior point methods - the one of normal self-concordant function. We show that, on one hand, path-following interior point schemes associated with normal self-concordant barriers admit a kind of long-step tracing policy, where in one step one can cover a

Working paper, August 1997, 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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