English

The entropic barrier is $n$-self-concordant

Metric Geometry 2021-12-22 v1 Machine Learning Optimization and Control

Abstract

For any convex body KRnK \subseteq \mathbb R^n, S. Bubeck and R. Eldan introduced the entropic barrier on KK and showed that it is a (1+o(1))n(1+o(1)) \, n-self-concordant barrier. In this note, we observe that the optimal bound of nn on the self-concordance parameter holds as a consequence of the dimensional Brascamp-Lieb inequality.

Keywords

Cite

@article{arxiv.2112.10947,
  title  = {The entropic barrier is $n$-self-concordant},
  author = {Sinho Chewi},
  journal= {arXiv preprint arXiv:2112.10947},
  year   = {2021}
}

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13 pages