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.
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.
Source: Wikipedia "Self-concordant function" · CC BY-SA 4.0
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