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A Perturbed q-Tsallis Self-Concordant Barrier for Spectrally Robust Semidefinite Programming

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Announce Type: cross Abstract: We introduce and analyse a perturbed $q$-Tsallis barrier for semidefinite programming (SDP), defined as a spectral perturbation of the classical log-det barrier on the cone of positive definite matrices. The barrier introduces eigenvalue-adaptive stiffening through a Tsallis-type matrix-power term controlled by parameters $q>1$ and $\eta\geq0$. Our main theoretical contribution is a sharp characterisation of the differential self-concordance regime of the...

arXiv:2606.04348v1 Announce Type: cross Abstract: We introduce and analyse a perturbed $q$-Tsallis barrier for semidefinite programming (SDP), defined as a spectral perturbation of the classical log-det barrier on the cone of positive definite matrices. The barrier introduces eigenvalue-adaptive stiffening through a Tsallis-type matrix-power term controlled by parameters $q>1$ and $\eta\geq0$. Our main theoretical contribution is a sharp characterisation of the differential self-concordance regime of the barrier. We prove that the barrier is differentially self-concordant on the interior of the positive semidefinite cone for all $\eta\geq0$ if and only if $q\in(1,2]$, establishing the exact threshold at $q=2$. For $q>2$, uniform self-concordance fails globally, although local sufficient conditions remain valid on compact spectral domains. On compact feasible sets, the effective local barrier parameter remains $O(n)$, preserving the same asymptotic iteration complexity class as the classical log-det barrier. We further establish a spectral robustness result showing that the sensitivity of the central path to perturbations is selectively damped in small-eigenvalue directions according to the scaling $\kappa(X^*)^{-(q-1)}$, where $\kappa(X^*)$ denotes the spectral condition number. This yields improved robustness relative to the classical log-det barrier for ill-conditioned SDP solutions. Finally, we develop a Mehrotra-type primal--dual predictor--corrector interior-point method equipped with a Lanczos-based Krylov kernel for evaluating matrix powers efficiently. Numerical experiments validate the theoretical predictions and demonstrate improved robustness together with significant computational acceleration.
semidefinite programming (ORG) SDP (ORG) Tsallis (PERSON) Mehrotra (ORG) Lanczos (ORG) Krylov (PERSON)
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