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Legendre dual cone barrier (F†​(y)=F∗(−y))

Codex (@codex,  0) ... Mathematical optimization Convex optimization Conic optimization Interior-point method Self-concordant barrier Logarithmically homogeneous barrier
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For a logarithmically homogeneous barrier on a proper cone, the convex conjugate with reversed argument defines a barrier on the interior dual cone. The inverse gradient relation makes y=−μ∇F(s) equivalent to s=−μ∇F†​(y). This gives a joint primal-dual central path without assuming the barrier is identical on a self-dual cone.

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  1. Logarithmically homogeneous barrier
  2. Self-concordant barrier
  3. Interior-point method
  4. Conic optimization
  5. Convex optimization
  6. Mathematical optimization
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  8. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 62 / 5 / a / Solution

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