Generalized self-concordance of the log trace-inverse function
Generalized self-concordance of the log trace-inverse function
Let , let range over a subset of the positive-definite cone, and define
Log trace-inverse self-concordance conjecture. The function is -generalized self-concordant for some and on some subset of the positive-definite cone. The source says that computational experiments strongly suggest this property, while noting that the preceding proof for the nonlogarithmic A-criterion does not translate to the log variant.
Sources & referencesView supporting material
Primary source
Deborah Hendrych, Mathieu Besançon and Sebastian Pokutta, “Solving the Optimal Experiment Design Problem with Mixed-Integer Convex Methods”, arXiv:2312.11200 (2025).
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