Solving convex programs by random walks.
Minimizing a convex function over a convex set in n-dimensional space is a basic, general problem with many interesting special cases. Here, we present a simple new algorithm for convex optimization based on sampling by a random walk. It extends naturally to minimizing quasi-convex functions and to...
| Publicat a: | Journal of the ACM 51, 4 (2004). |
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| Autor principal: | |
| Format: | Article |
| Idioma: | English |
| Matèries: |