TY - JOUR
TI - On the optimal parameter of a self-concordant barrier over a symmetric cone
T2 - European Journal of Operational Research
VL - 169
SN - 0377-2217
SP - 1148-1157
PY - 2006
DO - 10.1016/j.ejor.2004.11.027
AU - Domingos Moreira Cardoso
AU - Vieira, L.
AB - The properties of the barrier F(x) = -log(det(x)), defined over the cone of squares of a Euclidean Jordan algebra, are analyzed using pure algebraic techniques. Furthermore, relating the Caratheodory number of a symmetric cone with the rank of an underlying Euclidean Jordan algebra, conclusions about the optimal parameter of F are suitably obtained. Namely, in a more direct and suitable way than the one presented by Guler and Tuncel (Characterization of the barrier parameter of homogeneous convex cones, Mathematical Programming 81 (1998) 55-76), it is proved that the Caratheodory number of the cone of squares of a Euclidean Jordan algebra is equal to the rank of the algebra. Then, taking into account the result obtained in the same paper where it is stated that the Caratheodory number of a symmetric cone Q is the optimal parameter of a self-concordant barrier defined over Q, we may conclude that the rank of every underlying Euclidean Jordan algebra is also the self-concordant barrier optimal parameter.
ER -