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 -dimensional proper convex domain is upper bounded by . This bound is tight and improves the previous bound by Nesterov and Nemirovski. The key to our main result is a pair of new, sharp moment inequalities for -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}
}