中心点:优化与凸几何之间的桥梁

Centerpoints: A Link between Optimization and Convex Geometry

SIAM Journal on Optimization · 2017
被引 14
ABS 3

中文导读

本文提出一个统一多种“中心点”概念的新定义,基于此开发了用于凸混合整数优化的oracle算法,并证明这类算法在某种意义下是最优的,同时给出了计算这些点的有效方法。

Abstract

We introduce a concept that generalizes several different notions of a “centerpoint” in the literature. We develop an oracle-based algorithm for convex mixed-integer optimization based on centerpoints. Further, we show that algorithms based on centerpoints are “best possible” in a certain sense. Motivated by this, we establish structural results about this concept and provide efficient algorithms for computing these points. Our main motivation is to understand the complexity of oracle-based convex mixed-integer optimization.

凸优化混合整数优化计算几何算法设计