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Self-concordant function
open-in-new
<p>A self-concordant function is a function satisfying a certain <a href="/facts/Differential_inequality/38DsASza">differential inequality</a>, which makes it particularly easy for <a href="/facts/Optimization_problem/QzwJfFEE">optimization</a> using <a href="/facts/Newton%2527s_method/VlRhI2FL">Newton's method</a>: Sub.6.2.4.2 A self-concordant barrier is a particular self-concordant function, that is also a <a href="/facts/Barrier_function/boLEgax7">barrier function</a> for a particular convex set. Self-concordant barriers are important ingredients in <a href="/facts/Interior_point_method/prIIrceN">interior point methods</a> for optimization. </p>