Complexity of Convex Optimization Using Geometry - Based Measures

Abstract

Our concern lies in solving the following convex optimization problem: Gp: minimizer cTx s.t. Ax = b x E P, where P is a closed convex subset of the n-dimensional vector space X. We bound the complexity of computing an almost-optimal solution of Gp 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. AMS Subject Classification: 90C, 90C05, 90C60

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@inproceedings{FreundComplexityOC, title={Complexity of Convex Optimization Using Geometry - Based Measures}, author={Robert M. Freund} }