This paper is about the minimization of Lipschitz-continuous and strongly convex functions over integer points in polytopes. Our results are related to the rate of convergence of a black-box algorithm that iteratively solves special quadratic integer problems with a constant approximation factor. Despite the generality of the underlying problem, we prove that we can find efficiently, with respect to our assumptions regarding the encoding of the problem, a feasible solution whose objective function value is close to the optimal value. We also show that this proximity result is the best possible up to a factor polynomial in the encoding length of the proble
AbstractA new algorithm for full global optimization of a Lipschitzian function over an arbitrary bo...
Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, Operations Resear...
Many problems of theoretical and practical interest involve finding an optimum over a family of conv...
This paper is about the minimization of Lipschitz-continuous and strongly convex functions over inte...
AbstractGiven a bounded real function ƒ defined on a closed bounded real interval I, the problem is ...
We propose a trust-region method that solves a sequence of linear integer programs to tackle integer...
AbstractIn this paper, we consider the box constrained nonlinear integer programming problem. We pre...
We consider a family of function classes which allow functions with several minima and which deman...
In this paper, we address the problem of minimizing a convex function f over a convex set, with the ...
Many problems in economics, statistics and numerical analysis can be formulated as the optimization ...
AbstractLet X = C[0, 1] and let b be the set of continuous convex functions on [0, 1]. If ƒ ϵ X, the...
In this article we study convex integer maximization problems with com-posite objective functions of...
AbstractGiven an integer function f, the problem is to find its best uniform approximation from a se...
AbstractA readily implementable algorithm is proposed for minimizing any convex, not necessarily dif...
We consider problem (QP) of minimizing a quadratic function subject to linear or quadratic constrain...
AbstractA new algorithm for full global optimization of a Lipschitzian function over an arbitrary bo...
Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, Operations Resear...
Many problems of theoretical and practical interest involve finding an optimum over a family of conv...
This paper is about the minimization of Lipschitz-continuous and strongly convex functions over inte...
AbstractGiven a bounded real function ƒ defined on a closed bounded real interval I, the problem is ...
We propose a trust-region method that solves a sequence of linear integer programs to tackle integer...
AbstractIn this paper, we consider the box constrained nonlinear integer programming problem. We pre...
We consider a family of function classes which allow functions with several minima and which deman...
In this paper, we address the problem of minimizing a convex function f over a convex set, with the ...
Many problems in economics, statistics and numerical analysis can be formulated as the optimization ...
AbstractLet X = C[0, 1] and let b be the set of continuous convex functions on [0, 1]. If ƒ ϵ X, the...
In this article we study convex integer maximization problems with com-posite objective functions of...
AbstractGiven an integer function f, the problem is to find its best uniform approximation from a se...
AbstractA readily implementable algorithm is proposed for minimizing any convex, not necessarily dif...
We consider problem (QP) of minimizing a quadratic function subject to linear or quadratic constrain...
AbstractA new algorithm for full global optimization of a Lipschitzian function over an arbitrary bo...
Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, Operations Resear...
Many problems of theoretical and practical interest involve finding an optimum over a family of conv...