Questions tagged [constraint-programming]

I'm trying to prove $-\ln(1-\|x\|^2_2)$ is self-concordant function. I think 1-dim case is easy to prove, but I cannot prove multi-dim cases. It's really hard to use definition because heavy Hessian. Can anyone help me with that? Thank you!

We have an optimization problem $\max_x f(x)$. We have a procedure that computes an approximate solution $x$. The procedure assumes that $x$ is not constrained. In this case, $x \in [-1,1]$. Therefore, we can run the procedure on the function…