Complexity of Convex Optimization Using Geometry-Based Measures and a Reference Point
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Publication
2018 - Creative Media Partners, LLC
Language
English
Word Count
7,250 words, Guess
Page Count
29 pages
Identifiers
- ISBN-139781378901786
- ISBN-101378901789
- Better World Books9781378901786
- Open LibraryOL39148912M
Description
Our concern lies in solving the following convex optimization problem: minimize cx subject to Ax=b, x \in P, where P is a closed convex set. We bound the complexity of computing an almost-optimal solution of this problem in terms of natural geometry-based measures of the feasible region and the level-set of almost-optimal solutions, relative to a given reference point xr that might be close to the feasible region and/or the almost-optimal level set. This contrasts with other complexity bounds for convex optimization that rely on data-based condition numbers or algebraic measures, and that do not take into account any a priori reference point information. Keywords: Convex Optimization, Complexity, Interior-Point Method, Barrier Method.
Subjects
Other Editions
- Complexity of Convex Optimization Using Geometry-Based Measures and a Reference Point
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