Self-concordant barriers for hyperbolic means

Citation
As. Lewis et Hs. Sendov, Self-concordant barriers for hyperbolic means, MATH PROGR, 91(1), 2001, pp. 1-10
Citations number
9
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
00255610 → ACNP
Volume
91
Issue
1
Year of publication
2001
Pages
1 - 10
Database
ISI
SICI code
0025-5610(200110)91:1<1:SBFHM>2.0.ZU;2-Y
Abstract
The geometric mean and the function (det(.))(1/m) (on the m-by-m positive d efinite matrices) are examples of "hyperbolic means": functions of the form p(1/m) where p is a hyperbolic polynomial of degree m. (A homogeneous poly nomial p is "hyperbolic" with respect to a vector d if the polynomial t --> p(x + td) has only real roots for every vector x.) Any hyperbolic mean is positively homogeneous and concave (on a suitable domain): we present a sel f-concordant harrier for its hypograph. with barrier parameter O(m(2)). Our approach is direct, and shows. for example, that the function -m log(det(. ) - 1) is an m(2)-self-concordant barrier on a natural domain. Such barrier s suggest novel interior point approaches to convex programs involving hype rbolic mean..