IDEAS home Printed from https://ideas.repec.org/p/cor/louvco/2004004.html
   My bibliography  Save this paper

Rounding of convex sets and efficient gradient methods for linear programming problems

Author

Listed:
  • NESTEROV, Yu

Abstract

In this paper we propose new efficient gradient schemes for two non-trivial classes of linear programming problems. These schemes are designed to compute approximate solutions withrelative accuracy . We prove that the upper complexity bound for both ln schemes is O( n m ln n) iterations of a gradient-type method, where n and m, (n

Suggested Citation

  • NESTEROV, Yu, 2004. "Rounding of convex sets and efficient gradient methods for linear programming problems," LIDAM Discussion Papers CORE 2004004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:2004004
    as

    Download full text from publisher

    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp2004.html
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. NESTEROV, Yu., 2003. "Smooth minimization of non-smooth functions," LIDAM Discussion Papers CORE 2003012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. NESTEROV, Yu, 2003. "Unconstrained convex minimization in relative scale," LIDAM Discussion Papers CORE 2003096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wei-jie Cong & Hong-wei Liu & Feng Ye & Shui-sheng Zhou, 2012. "Rank-two update algorithms for the minimum volume enclosing ellipsoid problem," Computational Optimization and Applications, Springer, vol. 51(1), pages 241-257, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Peter Richtárik, 2012. "Approximate Level Method for Nonsmooth Convex Minimization," Journal of Optimization Theory and Applications, Springer, vol. 152(2), pages 334-350, February.
    2. Aharon Ben-Tal & Arkadi Nemirovski, 2015. "On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms," Mathematics of Operations Research, INFORMS, vol. 40(2), pages 474-494, February.
    3. NESTEROV, Yu, 2003. "Unconstrained convex minimization in relative scale," LIDAM Discussion Papers CORE 2003096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. NESTEROV, Yurii, 2004. "Smoothing technique and its applications in semidefinite optimization," LIDAM Discussion Papers CORE 2004073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. NESTEROV, Yu, 2003. "Dual extrapolation and its applications for solving variational inequalities and related problems," LIDAM Discussion Papers CORE 2003068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cor:louvco:2004004. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alain GILLIS (email available below). General contact details of provider: https://edirc.repec.org/data/coreebe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.