The tropicalization of the entropic barrier

Xavier Allamigeon (1) , Abdellah Aznag (2) , Stéphane Gaubert (1) , Yassine Hamdi (3)

1 TROPICAL - TROPICAL
2 IEOR Dept - Industrial Engineering and Operations Research Department
3 X - École polytechnique

The entropic barrier, studied by Bubeck and Eldan (Proc. Mach. Learn. Research, 2015), is a self-concordant barrier with asymptotically optimal self-concordance parameter. In this paper, we study the tropicalization of the central path associated with the entropic barrier, i.e., the logarithmic limit of this central path for a parametric family of linear programs defined over the field of Puiseux series. Our main result is that the tropicalization of the entropic central path is a piecewise linear curve which coincides with the tropicalization of the logarithmic central path studied by Allamigeon et al. (SIAM J. Applied Alg. Geom., 2018). One consequence is that the number of linear pieces in the tropical entropic central path can be exponential in the dimension and the number of inequalities defining the linear program.

Domaines: Optimisation et contrôle [math.OC]; Combinatoire [math.CO]

Xavier Allamigeon, Abdellah Aznag, Stéphane Gaubert, Yassine Hamdi. The tropicalization of the entropic barrier. 2020. ⟨hal-03151661⟩