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The Lorentz logarithmic barrier has parameter two

Statement

For d≥1, let K=Ld+1={(t,u):t≥∥u∥2} and F(t,u)=−log⁡(t2−∥u∥22) on D=int⁡K. The cone is self-dual under the Euclidean pairing. The function F is a 2-log-homogeneous self-concordant barrier and λF(x)=2 throughout D.

Facts & Assumptions

Given: The Euclidean pairing and the self-concordant barrier convention of Self-concordant log-homogeneous barriers and their local geometry.

[F1]

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).

[F2]

The dual cone is the set of vectors pairing nonnegatively with every cone element (Conic, LP, and convex QP primal-dual models).

Proof

1.1F2givenalgebra

Continuity of the Euclidean norm makes K closed, and its triangle inequality makes K convex and closed under addition and nonnegative scaling. If (t,u) and its negative are both in K, then t≥∥u∥ and −t≥∥u∥, forcing t=0,u=0; hence K is pointed. The point (1,0) is interior, so K is proper. If (a,v)∈K and (t,u)∈K, then at+vTu≥at−∥v∥2∥u∥2≥0, so K⊆K∗ by [F2]. Conversely, suppose (a,v)∈K∗. If v=0 and a<∥v∥2=0, then pairing with (1,0)∈K gives a<0, a contradiction. If v≠0 and a<∥v∥2, pairing with (1,−v/∥v∥2)∈K gives a−∥v∥2<0, also a contradiction. Thus a≥∥v∥2 and K∗=K.

1.2givenF1algebraconstruct

Write ρ=t2−∥u∥22>0. An orthogonal change of spatial coordinates followed by the Lorentz boost ρ−1/2(t−∥u∥−∥u∥t) on the time and first spatial coordinate preserves ρ and maps (t,u) to (ρ,0). Since F 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 ∇F=(−2/ρ,0) and D2F=(2/ρ)I. For directions h=(a,p) and k=(b,v), direct differentiation gives D3F[h,k,k]=−4{a(b2+∥v∥22)+2b pTv}ρ3/2. These formulas also show the Hessian is positive definite.

2.1step 1.2F1algebra∎

By Cauchy–Schwarz and 2∣b∣∥v∥2≤b2+∥v∥22, the numerator in step 1.2 has absolute value at most 42a2+∥p∥22(b2+∥v∥22)/ρ3/2=2∥h∥x∥k∥x2. If ∥h∥x<1, set A=∣a∣/ρ and B=∥p∥2/ρ. Then A2+B2<1/2, so 1+a/ρ≥1−A>0 and (1+a/ρ)2−B2≥(1−A)2−B2>2(A−1/2)2≥0. Thus ρ+a>∥p∥2 and the Dikin ball stays inside D. The Lorentz transformation carries this inclusion to every x. Approaching a finite boundary point makes ρ↓0, hence F→+∞. Finally, F(αx)=F(x)−2log⁡α, and step 1.2 gives ∥DF(x)∥x,∗2=2.

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