Computing conjugate barrier information for nonsymmetric cones

HIGHLIGHTS

• who: Lea Kapelevich from the Operations Research Center, MIT, Cambridge, MA, USA have published the article: Computing Conjugate Barrier Information for Nonsymmetric Cones, in the Journal: (JOURNAL)
• what: The authors show how to compute the gradient of the conjugate barrier function for seven useful The authors are primarily motivated by the alternative algorithm of Dahl and Andersen , which is implemented by the MOSEK solver . As the authors show in Sect 7, a large number of damped Newton iterations may be necessary to get near the region of quadratic convergence towards the end of the PDIPM . . .
  

   

  

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