Article ID: | iaor20041783 |
Country: | United States |
Volume: | 20 |
Issue: | 3 |
Start Page Number: | 529 |
End Page Number: | 549 |
Publication Date: | Aug 1995 |
Journal: | Mathematics of Operations Research |
Authors: | Kannan R., Tayur S., Mount J. |
This paper presents a randomized polynomial time algorithm to nearly minimize a linear function over an up-monotone convex set in the positive orthant given only by a membership oracle. Our original motivation for this is a stochastic optimization problem called the component commonality problem in the literature.