In optimization, a self-concordant function is a function
Contents
A function
History
The self-concordant functions are introduced by Yurii Nesterov and Arkadi Nemirovski in their 1994 book.
Properties
Self concordance is preserved under addition, affine transformations, and scalar multiplication by a value greater than one.
Applications
Among other things, self-concordant functions are useful in the analysis of Newton's method. Self-concordant barrier functions are used to develop the barrier functions used in interior point methods for convex and nonlinear optimization.