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:
An essay on the foundations of geometry
by Bertrand Russell
Elements of plane trigonometry
by Daniel A. (Daniel Alexander) Murray
Calculus and graphs simplified for a first brief course
by Leonard M. (Leonard Magruder) Passano
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