A RANDOMIZED ALGORITHM TO OPTIMIZE OVER CERTAIN CONVEX-SETS

Authors
KANNAN R MOUNT J TAYUR S
Citation
R. Kannan et al., A RANDOMIZED ALGORITHM TO OPTIMIZE OVER CERTAIN CONVEX-SETS, Mathematics of operations research, 20(3), 1995, pp. 529-549
Citations number
14
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
Mathematics of operations research → ACNP
ISSN journal
0364765X
Volume
20
Issue
3
Year of publication
1995
Pages
529 - 549
Database
ISI
SICI code
0364-765X(1995)20:3<529:ARATOO>2.0.ZU;2-5
Abstract
This paper presents a randomized polynomial time algorithm to nearly m inimize a linear function over an up-monotone convex set in the positi ve orthant given only by a membership oracle. Our original motivation for this is a stochastic optimization problem called the component com monality problem in the literature.