Solving convex programs by random walks.

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...

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Detaylı Bibliyografya
Yayımlandı:Journal of the ACM 51, 4 (2004).
Yazar: Bertsimas, D.
Materyal Türü: Makale
Dil:English
Konular:
Theory of computation.
Analysis of algorithms and problem complexity.
Mathematics of computing.
Probability and statistics.
Stochastic processes.
Algorithms.
Theory.