Efficient Convex Optimization with Membership Oracles
نویسندگان
چکیده
We consider the problem of minimizing a convex function over a convex set given access only to an evaluation oracle for the function and a membership oracle for the set. We give a simple algorithm which solves this problem with Õ(n) oracle calls and Õ(n) additional arithmetic operations. Using this result, we obtain more efficient reductions among the five basic oracles for convex sets and functions defined by Grötschel, Lovasz and Schrijver [5]. Microsoft Research, [email protected] Stanford University, [email protected] Georgia Tech, [email protected]
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ورودعنوان ژورنال:
- CoRR
دوره abs/1706.07357 شماره
صفحات -
تاریخ انتشار 2017