•-Approximation minimization of convex functions in fixed dimension

•-Approximation minimization of convex functions in fixed dimension

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Article ID: iaor19971045
Country: Netherlands
Volume: 18
Issue: 4
Start Page Number: 171
End Page Number: 176
Publication Date: Feb 1996
Journal: Operations Research Letters
Authors: ,
Abstract:

The authors consider the problem of minimizing a convex function v(λ), over a closed convex set ℝ⊆ℝm, where for some fixed c∈ℝn, an n×m matrix A of reals, and a set X⊆ℝ’n, they define v(λ)=max∈(c-Aλ)’T x:x∈X∈. The authors show the following result: if for any given λ∈ℝ, and any fixed •, 0∈•∈1, v(λ) can be evaluated by an •-approximation (strongly) polynomial combinatorial algorithm, then for a fixed dimension m, v*=v(λ*)=min∈v(λ): λ∈ℝ∈ can also be determined by an •-approximation (strongly) polynomial combinatorial algorithm.

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