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...
| Wydane w: | Journal of the ACM 51, 4 (2004). |
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| 1. autor: | |
| Format: | Artykuł |
| Język: | angielski |
| Hasła przedmiotowe: |