论文标题
计算非对称锥的共轭屏障信息
Computing conjugate barrier information for nonsymmetric cones
论文作者
论文摘要
Dahl和Andersen [10]的最新内部点算法用于非对称锥以及早期的工作[16,19]，需要来自问题中锥体的屏障功能的共轭衍生信息。除了一些特殊情况外，没有迹象表明该信息何时有效评估。我们展示了如何计算七个有用的非对称锥体的共轭屏障功能的梯度。在某些情况下，这有助于为原始屏障的逆Hessian操作员得出封闭式表达式。
The recent interior point algorithm by Dahl and Andersen [10] for nonsymmetric cones as well as earlier works [16,19] 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 when this information is efficient to evaluate. We show how to compute the gradient of the conjugate barrier function for seven useful nonsymmetric cones. In some cases this is helpful for deriving closed-form expressions for the inverse Hessian operator for the primal barrier.
