An efficient rescaled perceptron algorithm for conic systems

DOI10.1287/MOOR.1090.0388MaRDI QIDQ3169054zbMATH OpenOpenAlexFDO

Authors A. Belloni, Robert M. Freund, Santosh S. Vempala

Publication date 27 April 2011

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

Full work available at URL http://hdl.handle.net/1721.1/54782

zbMATH Keywords

conic systemconvex conesperceptionseparation oracle

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60)

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(15)

• Solving conic systems via projection and rescaling
• A simple method for convex optimization in the oracle model
• An improved deterministic rescaling for linear programming algorithms
• A primal-dual smooth perceptron-von Neumann algorithm
• On Chubanov's Method for Linear Programming
• Geometric rescaling algorithms for submodular function minimization
• A data-independent distance to infeasibility for linear conic systems
• Rescaling algorithms for linear conic feasibility
• An Efficient Re-scaled Perceptron Algorithm for Conic Systems
• Computational performance of a projection and rescaling algorithm
• Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems
• Implementation of a projection and rescaling algorithm for second-order conic feasibility problems
• Examples with decreasing largest inscribed ball for deterministic rescaling algorithms
• A deterministic rescaled perceptron algorithm
• A simple method for convex optimization in the oracle model

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