Separable self-concordant spectral functions and a conjecture of Tunçel (Q1960190)
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English | Separable self-concordant spectral functions and a conjecture of Tunçel |
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Separable self-concordant spectral functions and a conjecture of Tunçel (English)
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13 October 2010
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The authors show that the associated spectral function \[ F(X)= (f\circ\lambda)(X) \] for a given separable strongly self-concordant function \(f: \mathbb{R}^n\to\mathbb{R}\) is also a strongly self-concordant function. In addition, there is a universal constant \(O\leq 22\) such that if \(f(x)\) is a separable self-concordant barrier, then \(OF(X)\) is a self-concordant barrier. This generalizes the relationship between the \[ -\sum^n_{i=1}\log x_i\text{ and }\log\text{det\,}X \] and gives a partial solution to a conjecture of Tunçel.
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self-concordant barrier
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strongly self-concordant
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self-concordant function
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spectral function
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eigenvalue
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symmetric matrix
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