Computing Conjugate Barrier Information for Nonsymmetric Cones
Abstract The recent interior point algorithm by Dahl and Andersen [10] for nonsymmetric cones as well as earlier works [18, 21] require derivative information from the conjugate of the barrier function of the cones in the problem. Besides a few special cases, there is no indication of w...
Main Authors: | Kapelevich, Lea, Andersen, Erling D., Vielma, Juan P. |
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Other Authors: | Massachusetts Institute of Technology. Operations Research Center |
Format: | Article |
Language: | English |
Published: |
Springer US
2022
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Online Access: | https://hdl.handle.net/1721.1/144398 |
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