Convex Optimization · Problem 9.15

Equality constrained minimization — Boyd & Vandenberghe

Mathematics — Optimization · self-concordance-proofs

Problem

Prove that the following functions are self-concordant. In your proof, restrict the function to a line, and apply the composition with logarithm rule. ((a)) f(x,y)=−log⁡(y2−xTx)f(x, y) = -\log(y^2 - x^T x) on {(x,y)∣∥x∥2<y}\{(x, y) \mid \|x\|_2 < y\}. ((b)) f(x,y)=−2log⁡y−log⁡(y2/p−x2)f(x, y) = -2\log y - \log(y^{2/p} - x^2), with p≥1p \geq 1, on {(x,y)∈R2∣∣x∣p<y}\{(x, y) \in \mathbf{R}^2 \mid |x|^p < y\}. ((c)) f(x,y)=−log⁡y−log⁡(log⁡y−x)f(x, y) = -\log y - \log(\log y - x) on {(x,y)∣ex<y}\{(x, y) \mid e^x < y\}.

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