On some properties and an application of the logarithmic barrier method

• 成果类型: Article; Proceedings Paper
• 署名作者: Burachik, Regina S.; Drummond, L. M. Grana; Scheimberg, Susana
• 署名单位: Universidade Federal do Rio de Janeiro; University of South Australia; Universidade Federal do Rio de Janeiro
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-006-0075-3
• 发表日期: 2008
• 页码: 95-112
• 关键词: vector optimization problems; primal-dual algorithms; central path; convex; CONVERGENCE; Penalty; scalarization

摘要

We analyze the logarithmic barrier method for nonsmooth convex optimization in the setting of point-to-set theory. This general framework allows us to both extend and include classical results. We also propose an application for finding efficient points of nonsmooth constrained convex vector-valued problems.