-

 

 

 




Optimization Online





 

Universal Barrier is n-Self-Concordant

Yin Tat Lee(yintat***at***uw.edu)
Man-Chung Yue(m.yue***at***imperial.ac.uk)

Abstract: This paper shows that the self-concordance parameter of the universal barrier on any n-dimensional proper convex domain is upper bounded by n. This bound is tight and improves the previous O(n) bound by Nesterov and Nemirovski. The key to our main result is a pair of new, sharp moment inequalities for s-concave distributions, which could be of independent interest.

Keywords: Universal Barrier, Self-Concordance, s-Concave Distributions, Moment Inequalities

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Convex and Nonsmooth Optimization (Convex Optimization )

Citation:

Download: [PDF]

Entry Submitted: 09/09/2018
Entry Accepted: 09/09/2018
Entry Last Modified: 09/09/2018

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society