Separable self-concordant spectral functions and a conjecture of Tunçel

DOI10.1007/S10107-008-0260-7MaRDI QIDQ1960190zbMATH OpenOpenAlexWikidataFDO

Authors Hristo S. Sendov, Javier Peña

Publication date 13 October 2010

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-008-0260-7

zbMATH Keywords

eigenvalueself-concordant barrierself-concordant functionspectral functionstrongly self-concordantsymmetric matrix

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

Review text

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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Cites work

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Cited in

(4)

• Matrix monotonicity and self-concordance: how to handle quantum entropy in optimization problems
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• On the Self-Concordance of the Universal Barrier Function
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