OPTIMAL ELLIPSOIDAL APPROXIMATIONS AROUND THE ANALYTIC CENTER

Authors
JARRE F
Citation
F. Jarre, OPTIMAL ELLIPSOIDAL APPROXIMATIONS AROUND THE ANALYTIC CENTER, Applied mathematics & optimization, 30(1), 1994, pp. 15-19
Citations number
9
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
30
Issue
1
Year of publication
1994
Pages
15 - 19
Database
ISI
SICI code
0095-4616(1994)30:1<15:OEAATA>2.0.ZU;2-R
Abstract
We present a simple and self-contained proof for two-sided ellipsoidal approximations of certain convex sets I. The ellipsoids are centered at the minimum of the logarithmic barrier function for I. The ratio of inner and outer ellipsoid is optimal with respect to a self-concordan ce parameter theta.