The complexity of optimizing over a simplex, hypercube or sphere: a short survey
We consider the computational complexity of optimizing various classes of continuous functions over a simplex, hypercube or sphere. These relatively simple optimization problems arise naturally from diverse applications. We review known approximation results as well as negative (inapproximability) results from the recent literature. Copyright The Author(s) 2008
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Volume (Year): 16 (2008)
Issue (Month): 2 (June)
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- NESTEROV, Yu, 2003. "Random walk in a simplex and quadratic optimization over convex polytopes," CORE Discussion Papers 2003071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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