Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/95502
| Title: | Universal barrier Is n-self-concordant | Authors: | Lee, YT Yue, MC |
Issue Date: | Aug-2021 | Source: | Mathematics of operations research, Aug. 2021, v. 46, no. 3, p. 1129-1148 | Abstract: | This paper shows that the self-concordance parameter of the universal barrier onanyn-dimensional proper convex domain is upper bounded byn. This bound is tight andimproves the previousO(n)bound by Nesterov and Nemirovski. The key to our mainresult is a pair of new, sharp moment inequalities fors-concave distributions, which couldbe of independent interest. | Keywords: | Universal barrier Self-concordance Interior-point methods Convex body S-concave distributions Moment inequalities |
Publisher: | Institute for Operations Research and the Management Sciences | Journal: | Mathematics of operations research | ISSN: | 0364-765X | EISSN: | 1526-5471 | DOI: | 10.1287/moor.2020.1113 | Rights: | © 2021 INFORMS This is the accepted manuscript of the following article: Lee, Y. T., & Yue, M. C. (2021). Universal barrier is n-self-concordant. Mathematics of Operations Research, 46(3), 1129-1148, which has been published in final form at https://doi.org/10.1287/moor.2020.1113. |
| Appears in Collections: | Journal/Magazine Article |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Yue_Universal_Barrier_N-Self-Concordant.pdf | Pre-Published version | 387.55 kB | Adobe PDF | View/Open |
Access
View full-text via PolyU eLinks 
Page views
62
Last Week
0
0
Last month
Citations as of Sep 22, 2024
Downloads
56
Citations as of Sep 22, 2024
SCOPUSTM
Citations
5
Citations as of Aug 15, 2024
WEB OF SCIENCETM
Citations
2
Citations as of Sep 26, 2024
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.