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

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