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Solving the multicommodity flow problem with the analytic center cutting plane method

Frédéric Babonneau, Jean-Philippe Vial
2006
First, it regularizes the objective function by adding a quadratic term which depends on primal-dual solution of the previous iterate.  ...  Let us explore an immediate consequence of Condition 2.  ...  A.1 Properties of self-concordant function Let us first recall the definition of a self concordant function. holds for any x ∈ C and h ∈ R m .  ... 
doi:10.13097/archive-ouverte/unige:396 fatcat:vnqo3djbjfbvlbtops6wbe54qq