Geodesic
Nonlinear Rescaling Method and Self-concordant Functions
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 52 (2013) no. 2, pp. 5-19 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Nonlinear rescaling is a tool for solving large-scale nonlinear programming problems. The primal-dual nonlinear rescaling method was used to solve two quadratic programming problems with quadratic constraints. Based on the performance of primal-dual nonlinear rescaling method on testing problems, the conclusions about setting up the parameters are made. Next, the connection between nonlinear rescaling methods and self-concordant functions is discussed and modified logarithmic barrier function is recommended as a suitable nonlinear rescaling function.
Nonlinear rescaling is a tool for solving large-scale nonlinear programming problems. The primal-dual nonlinear rescaling method was used to solve two quadratic programming problems with quadratic constraints. Based on the performance of primal-dual nonlinear rescaling method on testing problems, the conclusions about setting up the parameters are made. Next, the connection between nonlinear rescaling methods and self-concordant functions is discussed and modified logarithmic barrier function is recommended as a suitable nonlinear rescaling function.
Classification : 46N10, 47N10, 65K05, 90C06, 90C30
Keywords: convex optimization; nonlinear rescaling method; self-concordant functions 
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Andrášik, Richard. Nonlinear Rescaling Method and Self-concordant Functions. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 52 (2013) no. 2, pp. 5-19. http://geodesic.mathdoc.fr/item/AUPO_2013_52_2_a0/

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