Corpus ID: 237532558

Hilbert-Space Convex Optimization Utilizing Parallel Reduction of Linear Inequality to Equality Constraints

@inproceedings{Neimand2021HilbertSpaceCO,
  title={Hilbert-Space Convex Optimization Utilizing Parallel Reduction of Linear Inequality to Equality Constraints},
  author={Ephraim Neimand and Serban Sabau},
  year={2021}
}
We present a parallel optimization algorithm for a convex function f on a Hilbert space, H, under r ∈ N linear inequality constraints by finding optimal points over sets of equality constraints. Let ν(⋅) be the time complexity of some process, then given enough threads, and strict convexity, the complexity of our algorithm is O(r ⋅ ν(⟨⋅, ⋅⟩) ⋅ ν(minH f)). The method works on constrained spaces with empty interiors, furthermore no feasible point is required, and the algorithm recognizes when the… Expand

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