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The Lorentz logarithmic barrier has parameter two
Statement
For , let and on . The cone is self-dual under the Euclidean pairing. The function is a -log-homogeneous self-concordant barrier and throughout .
Facts & Assumptions
Given: The Euclidean pairing and the self-concordant barrier convention of Self-concordant log-homogeneous barriers and their local geometry.
The local norm is the square root of the Hessian quadratic form, and its dual is induced by the inverse Hessian (Self-concordant log-homogeneous barriers and their local geometry).
The dual cone is the set of vectors pairing nonnegatively with every cone element (Conic, LP, and convex QP primal-dual models).
Proof
Continuity of the Euclidean norm makes closed, and its triangle inequality makes convex and closed under addition and nonnegative scaling. If and its negative are both in , then and , forcing ; hence is pointed. The point is interior, so is proper. If and , then , so by [F2]. Conversely, suppose . If and , then pairing with gives , a contradiction. If and , pairing with gives , also a contradiction. Thus and .
Write . An orthogonal change of spatial coordinates followed by the Lorentz boost on the time and first spatial coordinate preserves and maps to . Since is invariant under this invertible linear cone map, the chain rule transports its Hessian, third derivative, and local norms; the Newton decrement is invariant as well. At the canonical point and . For directions and , direct differentiation gives . These formulas also show the Hessian is positive definite.
By Cauchy–Schwarz and , the numerator in step 1.2 has absolute value at most . If , set and . Then , so and . Thus and the Dikin ball stays inside . The Lorentz transformation carries this inclusion to every . Approaching a finite boundary point makes , hence . Finally, , and step 1.2 gives .
Depends on
- Self-concordant log-homogeneous barriers and their local geometry
- Conic, LP, and convex QP primal-dual models
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
Dependency tree · two levels
17 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Stephen Boyd and Lieven Vandenberghe, Convex Optimization (standard reference, not scraped)
- Hamza Fawzi, Topics in Convex Optimisation, Lecture 16 (standard reference, not scraped)