##
On the Self-Concordance of the Universal Barrier Function

###
Osman Guler

Let $K$ be a regular convex cone in ${\Bbb R^n}$ and $F(x)$ its
universal barrier function. Let $D^kF(x)[h,\ldots,h]$ be $k$th
order directional derivative at the point $x\in K^0$ and direction
$h\in{\Bbb R^n}$. We show that for every $m\ge3$ there exists a
constant $c(m)>0$ depending only on $m$ such that
$|D^mF(x)[h,\ldots,h]|\le c(m)\,D^2F(x)[h,h]^{m/2}$. For $m=3$,
this is the self-concordance inequality of Nesterov and Nemirovskii.
Our proof uses a powerful recent result of Bourgain.
Technical Report GU 95-2,
Department of Mathematics and Statistics,
University of Maryland Baltimore County,
Baltimore, MD 21228-5398.