{"id":392870,"date":"2015-04-12T00:00:44","date_gmt":"2015-04-12T07:00:44","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=392870"},"modified":"2018-10-16T20:12:32","modified_gmt":"2018-10-17T03:12:32","slug":"entropic-barrier-simple-optimal-universal-self-concordant-barrier","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/entropic-barrier-simple-optimal-universal-self-concordant-barrier\/","title":{"rendered":"The Entropic Barrier: A Simple and Optimal Universal Self-Concordant Barrier"},"content":{"rendered":"

We prove that the Cram\\’er transform of the uniform measure on a convex body in Rn<\/sup><\/em> is a (1+o<\/em>(1))n<\/em>-self-concordant barrier, improving a seminal result of Nesterov and Nemirovski. This gives the first explicit construction of a universal barrier for convex bodies with optimal self-concordance parameter. The proof is based on basic geometry of log-concave distributions, and elementary duality in exponential families.<\/p>\n","protected":false},"excerpt":{"rendered":"

We prove that the Cram\\’er transform of the uniform measure on a convex body in Rn is a (1+o(1))n-self-concordant barrier, improving a seminal result of Nesterov and Nemirovski. This gives the first explicit construction of a universal barrier for convex bodies with optimal self-concordance parameter. The proof is based on basic geometry of log-concave distributions, […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr-author-ordering":null,"msr_publishername":"","msr_publisher_other":"","msr_booktitle":"","msr_chapter":"","msr_edition":"","msr_editors":"","msr_how_published":"","msr_isbn":"","msr_issue":"","msr_journal":"","msr_number":"","msr_organization":"","msr_pages_string":"","msr_page_range_start":"","msr_page_range_end":"","msr_series":"","msr_volume":"","msr_copyright":"","msr_conference_name":"","msr_doi":"","msr_arxiv_id":"","msr_s2_paper_id":"","msr_mag_id":"","msr_pubmed_id":"","msr_other_authors":"","msr_other_contributors":"","msr_speaker":"","msr_award":"","msr_affiliation":"","msr_institution":"","msr_host":"","msr_version":"","msr_duration":"","msr_original_fields_of_study":"","msr_release_tracker_id":"","msr_s2_match_type":"","msr_citation_count_updated":"","msr_published_date":"2015-04-12","msr_highlight_text":"","msr_notes":"","msr_longbiography":"","msr_publicationurl":"https:\/\/arxiv.org\/abs\/1412.1587","msr_external_url":"","msr_secondary_video_url":"","msr_conference_url":"","msr_journal_url":"","msr_s2_pdf_url":"","msr_year":0,"msr_citation_count":0,"msr_influential_citations":0,"msr_reference_count":0,"msr_s2_match_confidence":0,"msr_microsoftintellectualproperty":true,"msr_s2_open_access":false,"msr_s2_author_ids":[],"msr_pub_ids":[],"msr_hide_image_in_river":0,"footnotes":""},"msr-research-highlight":[],"research-area":[13546],"msr-publication-type":[193715],"msr-publisher":[],"msr-focus-area":[],"msr-locale":[268875],"msr-post-option":[],"msr-field-of-study":[],"msr-conference":[],"msr-journal":[],"msr-impact-theme":[],"msr-pillar":[],"class_list":["post-392870","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-computational-sciences-mathematics","msr-locale-en_us"],"msr_publishername":"","msr_edition":"","msr_affiliation":"","msr_published_date":"2015-04-12","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"392888","msr_publicationurl":"https:\/\/arxiv.org\/abs\/1412.1587","msr_doi":"","msr_publication_uploader":[{"type":"file","title":"1412.1587","viewUrl":"https:\/\/www.microsoft.com\/en-us\/research\/wp-content\/uploads\/2017\/06\/1412.1587.pdf","id":392888,"label_id":0},{"type":"url","title":"https:\/\/arxiv.org\/abs\/1412.1587","viewUrl":false,"id":false,"label_id":0}],"msr_related_uploader":"","msr_citation_count":0,"msr_citation_count_updated":"","msr_s2_paper_id":"","msr_influential_citations":0,"msr_reference_count":0,"msr_arxiv_id":"","msr_s2_author_ids":[],"msr_s2_open_access":false,"msr_s2_pdf_url":null,"msr_attachments":[{"id":0,"url":"https:\/\/arxiv.org\/abs\/1412.1587"}],"msr-author-ordering":[{"type":"user_nicename","value":"sebubeck","user_id":33570,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=sebubeck"},{"type":"text","value":"Ronen Eldan","user_id":0,"rest_url":false}],"msr_impact_theme":[],"msr_research_lab":[],"msr_event":[],"msr_group":[],"msr_project":[392777],"publication":[],"video":[],"msr-tool":[],"msr_publication_type":"article","related_content":{"projects":[{"ID":392777,"post_title":"Foundations of Optimization","post_name":"foundations-of-optimization","post_type":"msr-project","post_date":"2017-07-06 09:30:53","post_modified":"2018-12-04 14:12:39","post_status":"publish","permalink":"https:\/\/www.microsoft.com\/en-us\/research\/project\/foundations-of-optimization\/","post_excerpt":"Optimization methods are the engine of machine learning algorithms. 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