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