Timeline for Self-concordant function for dual cone
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 13, 2016 at 0:02 | vote | accept | Brian Ding | ||
| Oct 13, 2016 at 0:02 | vote | accept | Brian Ding | ||
| Oct 13, 2016 at 0:02 | |||||
| Oct 13, 2016 at 0:01 | vote | accept | Brian Ding | ||
| Oct 13, 2016 at 0:02 | |||||
| Oct 12, 2016 at 18:47 | comment | added | Dan Fox | See Theorems 2.4.2 and 2.4.4 of the book Interior-point Polynomial Algorithms in Convex Programming of Nesterov and Nemirovskii. | |
| Jul 24, 2015 at 14:48 | answer | added | funda | timeline score: 2 | |
| Jul 21, 2015 at 19:58 | history | edited | Brian Ding | CC BY-SA 3.0 |
added 16 characters in body
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| Jul 21, 2015 at 18:11 | comment | added | Brian Ding | @Suvrit, that would be very nice. So far what I found is that $f^*$ is also self-concordant but I don't know the domain of it. See stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf,pp517,exercise 9.20. | |
| Jul 21, 2015 at 11:53 | comment | added | Suvrit | I think if $f$ is self-concordant for $K$, then barring some pathology, its Legendre transform $f^*$ should be self-concordant for $K^\circ$ (notice, polar cone not dual-cone)....this sounds like a textbook result. | |
| Jul 21, 2015 at 5:02 | history | asked | Brian Ding | CC BY-SA 3.0 |