| dc.contributor |
Freund, Robert M. |
|
| dc.date |
2004-05-28T19:30:22Z |
|
| dc.date |
2004-05-28T19:30:22Z |
|
| dc.date |
2001 |
|
| dc.date.accessioned |
2013-10-09T02:38:39Z |
|
| dc.date.available |
2013-10-09T02:38:39Z |
|
| dc.date.issued |
2013-10-09 |
|
| dc.identifier |
http://papers2.ssrn.com/paper.taf?ABSTRACT%5FID=288134 |
|
| dc.identifier |
http://hdl.handle.net/1721.1/5256 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
|
| dc.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. |
|
| dc.description |
Robert M. Freund. |
|
| dc.description |
Abstract in HTML and working paper for download in PDF available via World Wide Web at the Social Science Research Network. |
|
| dc.description |
Title from cover. "September 2001." |
|
| dc.description |
Includes bibliographical references (leaf 29). |
|
| dc.format |
29 leaves |
|
| dc.format |
1483558 bytes |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.publisher |
Massachusetts Institute of Technology, Operations Research Center |
|
| dc.relation |
Operations Research Center Working Paper;OR 358-01 |
|
| dc.rights |
http://papers2.ssrn.com/paper.taf?ABSTRACT%5FID=288134 |
|
| dc.title |
Complexity of convex optimization using geometry-based measures and a reference point |
|