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- Publisher Website: 10.1287/MOOR.2020.1113
- Scopus: eid_2-s2.0-85113856902
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Article: Universal barrier is n-self-concordant
| Title | Universal barrier is n-self-concordant |
|---|---|
| Authors | |
| Keywords | Convex body Interior-point methods Moment inequalities S-concave distributions Self-concordance Universal barrier |
| Issue Date | 2021 |
| Citation | Mathematics of Operations Research, 2021, v. 46, n. 3, p. 1129-1148 How to Cite? |
| 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. |
| Persistent Identifier | http://hdl.handle.net/10722/313634 |
| ISSN | 2023 Impact Factor: 1.4 2023 SCImago Journal Rankings: 1.215 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Lee, Yin Tat | - |
| dc.contributor.author | Yue, Man Chung | - |
| dc.date.accessioned | 2022-06-23T01:18:49Z | - |
| dc.date.available | 2022-06-23T01:18:49Z | - |
| dc.date.issued | 2021 | - |
| dc.identifier.citation | Mathematics of Operations Research, 2021, v. 46, n. 3, p. 1129-1148 | - |
| dc.identifier.issn | 0364-765X | - |
| dc.identifier.uri | http://hdl.handle.net/10722/313634 | - |
| dc.description.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. | - |
| dc.language | eng | - |
| dc.relation.ispartof | Mathematics of Operations Research | - |
| dc.subject | Convex body | - |
| dc.subject | Interior-point methods | - |
| dc.subject | Moment inequalities | - |
| dc.subject | S-concave distributions | - |
| dc.subject | Self-concordance | - |
| dc.subject | Universal barrier | - |
| dc.title | Universal barrier is n-self-concordant | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1287/MOOR.2020.1113 | - |
| dc.identifier.scopus | eid_2-s2.0-85113856902 | - |
| dc.identifier.volume | 46 | - |
| dc.identifier.issue | 3 | - |
| dc.identifier.spage | 1129 | - |
| dc.identifier.epage | 1148 | - |
| dc.identifier.eissn | 1526-5471 | - |
| dc.identifier.isi | WOS:000686221800013 | - |