The Complexity of Optimizing over a Simplex, Hypercube or Sphere: A Short Survey
AbstractWe consider the computational complexity of optimizing various classes of continuous functions over a simplex, hypercube or sphere.These relatively simple optimization problems have many applications.We review known approximation results as well as negative (inapproximability) results from the recent literature.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2006-85.
Date of creation: 2006
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Web page: http://center.uvt.nl
computational complexity; global optimization; linear and semidefinite programming; approximation algorithms;
Find related papers by JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
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- de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
- Klerk, E. de & Laurent, M., 2010. "Error bounds for some semidefinite programming approaches to polynomial minimization on the hypercube," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4295255, Tilburg University.
- Immanuel Bomze & Werner Schachinger & Gabriele Uchida, 2012. "Think co(mpletely)positive ! Matrix properties, examples and a clustered bibliography on copositive optimization," Journal of Global Optimization, Springer, vol. 52(3), pages 423-445, March.
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