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Everything about Self-concordant function
A self-concordant function is a function satisfying a certain differential inequality, which makes it particularly easy for optimization using Newton's method A self-concordant barrier is a particular self-concordant function, that is also a barrier function for a particular convex set. Self-concordant barriers are important ingredients in interior point methods for optimization. Wikipedia →
🧠Start here: a 6-step reading path
- Read the overview: Self-concordant functionA 5-minute orientation
- Skim a recent paper: Optimal step length for the maximal decrease of a self-concordant function by the Newton methodInfluential work since 2022
- Pick up a classic book: Treaty Occupationay ToxicologyThe most-reprinted book on the subject
- Read the landmark paper: Quasi-Newton methods: superlinear convergence without line searches for self-concordant functionsCited 27 times
- Go sideways: Matrix Chernoff boundA closely related topic
- Go sideways: Fredholm determinantA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
Generalized self-concordant functions: a recipe for Newton-type methods
Inexact proximal Newton methods for self-concordant functions
On self-concordant barrier functions for conic hulls and fractional programming
On self-concordant convex–concave functions
Self-concordant functions for optimization on smooth manifolds
Optimal step length for the Newton method: case of self-concordant functions
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps
🆕 Influential since 2022
đź“š Books worth reading
Treaty Occupationay ToxicologySuelen Queiroz · 2010- 📕Air traffic controller health change studyRobert M. Rose · 1978
- 📕Self-concordant functions and polynomial-time methods in convex programmingNesterov, I͡U. E. · 1989
- 📕Women composers in Germany · 1996
- 📕Women composers in Germany · 1996
The Neurosciences and Music IIINeurosciences and Music (3rd 2008 Montréal, Québec) · 2009
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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