A Randomized Algorithm to Optimize Over Certain Convex Sets

DOI10.1287/MOOR.20.3.529MaRDI QIDQ4864870zbMATH OpenOpenAlexDBLPWikidataFDO

Authors John A. Mount, R. Kannan, Sridhar R. Tayur

Publication date 16 September 1996

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.20.3.529

zbMATH Keywords

randomized polynomial time algorithmcomponent commonality problem

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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(10)

• Random algorithms for solving convex inequalities
• Solving convex programs by random walks
• Randomized algorithms for the separation of point sets and for solving quadratic programs
• Jordan-algebraic aspects of optimization: randomization
• Combinatorial Optimization Over Two Random Point Sets
• A simple randomised algorithm for convex optimisation
• An algorithm for maximizing a convex function over a simple set
• A randomized cutting plane method with probabilistic geometric convergence
• Random optimization on random sets
• An algebraic geometry algorithm for scheduling in presence of setups and correlated demands

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