Quasi-Self-Concordant Optimization with Lewis Weights

Alina Ene, Ta Duy Nguyen, Adrian Vladu

In this paper, we study the problem ${\min }_{x\in {\mathbb{R}}^d,Nx=v}{\sum }_{i=1}^{n}f((Ax-b{)}_i)$ for a quasi-self-concordant function $f:\mathbb{R}\to \mathbb{R}$, where $A,N$ are $…