Abstract
Many problems of optimization involve the minimization of an objective function on a convex cone. In this respect we define a concave gauge function which will be used in interior point methods.
Application are given in particular on the space of real symmetric matrices.
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Barbara, A., Crouzeix, J.P. Concave gauge functions and applications. ZOR - Methods and Models of Operations Research 40, 43–74 (1994). https://doi.org/10.1007/BF01414029
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DOI: https://doi.org/10.1007/BF01414029