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  • Search: subject:"simplex structure"
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global optimization 1 polynomial optimization 1 polynomial-time complexity 1 quadratic optimization 1 random walk 1 simplex structure 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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NESTEROV, Yu 1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1
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RePEc 1
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Random walk in a simplex and quadratic optimization over convex polytopes
NESTEROV, Yu - Center for Operations Research and Econometrics (CORE), … - 2003
In this paper we develop probabilistic arguments for justifying thequality of an approximate solution for global quadratic minimization problem, obtained as a best point among all points of a uniform grid inside a polyhedral feasible set. Our main tool is a random walk inside the standard...
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