Strong self-concordance and sampling

Abstract

Motivated by the Dikin walk, we develop aspects of the interior-point theory for sampling in high dimension. Specifically, we introduce the notions of strong self-concordance and symmetry for a barrier. These properties imply that the Dikin walk defined using a strongly self-concordant barrier with symmetry parameter ν mixes in Õ(nν) steps from a warm start for a convex body in g.,n. For many natural barriers, ν is roughly bounded by ν, the standard self-concordance parameter. We also show that these properties hold for the Lee-Sidford barrier. As a consequence, we obtain the first walk that mixes in Õ(n2) steps for an arbitrary polytope in g.,n. Strong self-concordance for other barriers leads to an interesting (and unexpected) connection - for the universal and entropic barriers, it is implied by the KLS conjecture.