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On the complexity of optimization over the standard simplex

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Author Info
Klerk, Etienne de
Hertog, Dick den
Elabwabi, Gamal Elfadul (Tilburg University, Center for Economic Research)

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Abstract

We review complexity results for minimizing polynomials over the standard simplex and unit hypercube. In addition, we show that there exists a polynomial time approximation scheme (PTAS) for minimizing Lipschitz continuous functions and functions with uniformly bounded Hessians over the standard simplex. This extends an earlier result by De Klerk, Laurent and Parrilo [A PTAS for the minimization of polynomials of fixed degree over the simplex, Theoretical Computer Science, to appear.]

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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 125.

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Date of creation: 2005
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Handle: RePEc:dgr:kubcen:2005125

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Related research
Keywords: global optimization; standard simplex; PTAS; multivariate Bernstein approximation; semidefinite programming;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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This page was last updated on 2009-11-25.

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