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...

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Bibliographic Details
Main Authors: Kapelevich, Lea, Andersen, Erling D., Vielma, Juan P.
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Springer US 2022
Online Access:https://hdl.handle.net/1721.1/144398

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