论文标题

连续凸函数的不可限制。应用于LP

Unconstraint minimization of continuous convex functions. Application to LP

论文作者

Costandin, Beniamin, Costandin, Marius, Dobra, Petru

论文摘要

我们在本文中的贡献是两个折叠。我们首先考虑使用真实系数的线性编程情况,并提供一种方法,该方法允许在从原点到可行点的距离上计算新的上限。接下来,我们提出椭圆形方法的应用,以形成一种新型算法,该算法允许人们在搜索半径上搜索最小的连续凸功能。如果提早停止,则提出的算法可以证明尚未达到最佳值,因此用户可以选择更多迭代。但是,如果在给定的球中存在最佳点的先验保证,则保证该算法可以找到它。对于这种情况,我们证明了多项式上限在获得溶液所需的触发器数量上。然后将算法应用于线性编程。我们进一步开发了我们的算法,并提供了一种方法来回答线性程序的可行性问题,该问题具有实际系数,以多项式在变量数量和约束数量中的多项式界定的许多FLOP中。但是,如果有可行性,我们的方法不会产生实际的可行点。为了获得这样的观点,我们必须对某个功能的子级别进行一些假设。

Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point. Next we present an application of the ellipsoid method to form a novel algorithm which allows one to search for the continuous convex functions minimum without the prior knowledge on the search radius. If stopped early, the proposed algorithm can give proofs that the optimal value has not been reached yet, hence the user can opt for more iterations. However, if prior guarantees exist on the existence of an optimum point in a given ball, the algorithm is guaranteed to find it. For such a case we prove a polynomial upper bound on the number of flops required to obtain the solution. The presented algorithm is then applied to linear programming. We further develop our algorithm and provide a method to answer the feasibility question of linear programs with real coefficients in a number of flops bounded above by a polynomial in the number of variables and the number of constraints. However, in case of feasibility, our method does not generate an actual feasible point. For obtaining such a point, we have to make some assumptions on the subgradients of a certain function.

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