Self-concordant barriers for hyperbolic means

Abstract.

The geometric mean and the function (det(·))^1/m (on the m-by-m positive definite matrices) are examples of “hyperbolic means”: functions of the form p ^1/m, where p is a hyperbolic polynomial of degree m. (A homogeneous polynomial p is “hyperbolic” with respect to a vector d if the polynomial t↦p(x+td) has only real roots for every vector x.) Any hyperbolic mean is positively homogeneous and concave (on a suitable domain): we present a self-concordant barrier for its hypograph, with barrier parameter O(m ²). Our approach is direct, and shows, for example, that the function −mlog(det(·)−1) is an m ²-self-concordant barrier on a natural domain. Such barriers suggest novel interior point approaches to convex programs involving hyperbolic means.