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The entropic barrier is nnn-self-concordant

21 December 2021
Sinho Chewi
    MDE
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Abstract

For any convex body K⊆RnK \subseteq \mathbb R^nK⊆Rn, S. Bubeck and R. Eldan introduced the entropic barrier on KKK and showed that it is a (1+o(1)) n(1+o(1)) \, n(1+o(1))n-self-concordant barrier. In this note, we observe that the optimal bound of nnn on the self-concordance parameter holds as a consequence of the dimensional Brascamp-Lieb inequality.

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