期刊名称：CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
出版年度：2008
卷号：1
出版社：Center for Operations Research and Econometrics (UCL), Louvain
摘要：In this paper we develop a new primal-dual subgradient method for nonsmooth convex
optimization problems. This scheme is based on a self-concordant barrier for the basic
feasible set. It is suitable for finding approximate solutions with certain relative accuracy. We
discuss some applications of this technique including fractional covering problem, maximal
concurrent flow problem, semidefinite relaxations and nonlinear online optimization.
