Self-concordant function

A self-concordant function is a function satisfying a certain differential inequality, which makes it particularly easy for optimization using Newton's method[1]: Sub.6.2.4.2  A self-concordant barrier is a particular self-concordant function, that is also a barrier function for a particular convex set. Self-concordant barriers are important ingredients in interior point methods for optimization.

  1. ^ Nemirovsky and Ben-Tal (2023). "Optimization III: Convex Optimization" (PDF).