Statistics   Author Index
authors: 124845
books   : 333952
  A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
   Books search
  
   R :: Robert Michael Freund :: Complexity of convex optimization using geometry-based measures and a reference point : download ebook or read online
Book preview: Complexity of convex optimization using geometry-based measures and a reference point by Robert Michael Freund




Book info:


Author: Robert Michael Freund
Title: Complexity of convex optimization using geometry-based measures and a reference point
Publisher: [Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

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
Includes bibliographical references (leaf 29)
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


Contributor: MIT Libraries
Format: txt
Size: 19 kb

Read the ebook

» Read ebook online «

Free ebook download






This ebook is usually downloaded with:
Algebra for beginners
by William F. (William Frothingham) Bradbury
Geometry : the elements of Euclid and Legendre simplified and arranged to exclude from geomtrical reasoning the reductio ad absurdum : with the elements of plane and spherical trigonometry, and exercises in elementary geometry and trigonometry / /c By Lawrence S. Benson
by Lawrence S. (Lawrence Sluter) Benson
An elementary geometry and trigonometry
by William F. (William Frothingham) Bradbury
Algebraic analysis : solutions and exercises, illustrating the fundamental theorems and the most important processes of pure algebra
by G. A. (George Albert) Wentworth
Lectures on the calculus of variations;
by O. (Oskar) Bolza
Non-Euclidean geometry; a critical and historical study of its development
by Roberto Bonola
A treatise on plane trigonometry
by Ernest William Hobson
A first course in infinitesimal calculus
by Daniel A. (Daniel Alexander) Murray
An essay on the foundations of geometry
by Bertrand Russell
Elements of plane trigonometry
by Daniel A. (Daniel Alexander) Murray