Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/95502
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Applied Mathematics | en_US |
dc.creator | Lee, YT | en_US |
dc.creator | Yue, MC | en_US |
dc.date.accessioned | 2022-09-19T09:54:37Z | - |
dc.date.available | 2022-09-19T09:54:37Z | - |
dc.identifier.issn | 0364-765X | en_US |
dc.identifier.uri | http://hdl.handle.net/10397/95502 | - |
dc.language.iso | en | en_US |
dc.publisher | Institute for Operations Research and the Management Sciences | en_US |
dc.rights | © 2021 INFORMS | en_US |
dc.rights | 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. | en_US |
dc.subject | Universal barrier | en_US |
dc.subject | Self-concordance | en_US |
dc.subject | Interior-point methods | en_US |
dc.subject | Convex body | en_US |
dc.subject | S-concave distributions | en_US |
dc.subject | Moment inequalities | en_US |
dc.title | Universal barrier Is n-self-concordant | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.spage | 1129 | en_US |
dc.identifier.epage | 1148 | en_US |
dc.identifier.volume | 46 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.doi | 10.1287/moor.2020.1113 | en_US |
dcterms.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. | en_US |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Mathematics of operations research, Aug. 2021, v. 46, no. 3, p. 1129-1148 | en_US |
dcterms.isPartOf | Mathematics of operations research | en_US |
dcterms.issued | 2021-08 | - |
dc.identifier.isi | WOS:000686221800013 | - |
dc.identifier.ros | 2021000456 | - |
dc.identifier.eissn | 1526-5471 | en_US |
dc.description.validate | 202209 bcwh | en_US |
dc.description.oa | Accepted Manuscript | en_US |
dc.identifier.FolderNumber | AMA-0026 | - |
dc.description.fundingSource | RGC | en_US |
dc.description.fundingSource | Others | en_US |
dc.description.fundingText | National Science Foundation Division of Computingand Communication Foundations; Division of Mathematical Sci-ences; Engineering and Physical Sciences Research Council | en_US |
dc.description.pubStatus | Published | en_US |
dc.identifier.OPUS | 55425866 | - |
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 |
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