Seminar series
Date
Thu, 25 May 2000
Time
14:00 -
15:00
Location
Comlab
Speaker
Dr Raphael Hauser
Organisation
University of Cambridge
I am going to show that all self-scaled barriers for the
cone of symmetric positive semidefinite matrices are of the form
$X\mapsto -c_1\ln\det X +c_0$ for some constants $c_1$ > $0,c_0 \in$ \RN.
Equivalently one could state say that all such functions may be
obtained via a homothetic transformation of the universal barrier
functional for this cone. The result shows that there is a certain
degree of redundancy in the axiomatic theory of self-scaled barriers,
and hence that certain aspects of this theory can be simplified. All
relevant concepts will be defined. In particular I am going to give
a short introduction to the notion of self-concordance and the
intuitive ideas that motivate its definition.