The entropic barrier: a simple and optimal universal self-concordant barrier
نویسندگان
چکیده
We prove that the Fenchel dual of the log-Laplace transform of the uniform measure on a convex body in Rn is a (1 + o(1))n-self-concordant barrier. This gives the first construction of a universal barrier for convex bodies with optimal self-concordance parameter. The proof is based on basic geometry of log-concave distributions, and elementary duality in exponential families.
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