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Minimization of convex functions on the convex hull of a point set

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  • Nikolai Botkin
  • Josef Stoer

Abstract

A basic algorithm for the minimization of a differentiable convex function (in particular, a strictly convex quadratic function) defined on the convex hull of m points in R n is outlined. Each iteration of the algorithm is implemented in barycentric coordinates, the number of which is equal to m. The method is based on a new procedure for finding the projection of the gradient of the objective function onto a simplicial cone in R m , which is the tangent cone at the current point to the simplex defined by the usual constraints on barycentric coordinates. It is shown that this projection can be computed in O(m log m) operations. For strictly convex quadratic functions, the basic method can be refined to a noniterative method terminating with the optimal solution. Copyright Springer-Verlag 2005

Suggested Citation

  • Nikolai Botkin & Josef Stoer, 2005. "Minimization of convex functions on the convex hull of a point set," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(2), pages 167-185, November.
    • Handle: RePEc:spr:mathme:v:62:y:2005:i:2:p:167-185
    DOI: 10.1007/s00186-005-0018-4
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