Corpus ID: 226976065

Simple Iterative Methods for Linear Optimization over Convex Sets

@article{Dadush2020SimpleIM,
  title={Simple Iterative Methods for Linear Optimization over Convex Sets},
  author={D. Dadush and Christopher Hojny and S. Huiberts and Stefan Weltge},
  journal={ArXiv},
  year={2020},
  volume={abs/2011.08557}
}

D. Dadush, Christopher Hojny, +1 author Stefan Weltge

Published 2020

Mathematics, Computer Science

ArXiv

We give simple iterative methods for computing approximately optimal primal and dual solutions for the problem of maximizing a linear functional over a convex set $K$ given by a separation oracle. In contrast to prior work, our algorithms directly output primal and dual solutions and avoid a common requirement of binary search on the objective value. Under the assumption that $K$ contains a ball of radius $r$ and is contained inside the origin centered ball of radius $R$, using $O(\frac{R^4}{r… CONTINUE READING

View PDF on arXiv

Save to Library

Create Alert

Cite

Launch Research Feed