English

Universal Barrier is $n$-Self-Concordant

Optimization and Control 2022-04-15 v4 Probability

Abstract

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

Keywords

Cite

@article{arxiv.1809.03011,
  title  = {Universal Barrier is $n$-Self-Concordant},
  author = {Yin Tat Lee and Man-Chung Yue},
  journal= {arXiv preprint arXiv:1809.03011},
  year   = {2022}
}
R2 v1 2026-06-23T03:59:27.780Z