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Keywords:
convex optimization; nonlinear rescaling method; self-concordant functions
convex optimization; nonlinear rescaling method; self-concordant functions
Summary:
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.
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