A randomized cutting plane method with probabilistic geometric convergence

SIAM Journal on Optimization

Volumn 20, Issue 6, 2010, Pages 3185-3207

  Dabbene, F ^a   Shcherbako, P S ^b   Polyak, B T ^b  

^a POLITECNICO DI TORINO   (Italy)

^b TRAPEZNIKOV INSTITUTE OF CONTROL SCIENCES   (Russian Federation)

Author keywords

Convex optimization; Hit and run; Linear matrix inequalities; Randomized algorithms

Indexed keywords

CENTER OF GRAVITY; CONVERGENCE PROPERTIES; CONVEX BODY; CONVEX OPTIMIZATION PROBLEMS; CUTTING PLANE METHODS; HIT-AND-RUN; LINEAR CONSTRAINTS; LINEAR FUNCTIONS; LINEAR MATRIX; MARKOV CHAIN MONTE CARLO; NEW RESULTS; NUMERICAL RESULTS; OPTIMIZATION METHOD; OPTIMIZATION PROBLEMS; RANDOM POINTS; RANDOMIZED ALGORITHMS; RANDOMIZED APPROACH; RANDOMIZED METHOD; RATE OF CONVERGENCE; SAMPLE SIZES; SEMIDEFINITE PROGRAMS; STANDARD ASSUMPTIONS; STATISTICAL PROPERTIES;

ALGORITHMS; APPROXIMATION THEORY; CONVEX OPTIMIZATION; LINEAR MATRIX INEQUALITIES; MONTE CARLO METHODS; OPTIMIZATION;

CONVERGENCE OF NUMERICAL METHODS;

EID: 79251528591     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/080742506     Document Type: Article

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