A class of problems for which cyclic relaxation converges linearly

  • Authors:
  • Dieter Rautenbach;Christian Szegedy

  • Affiliations:
  • Institut für Mathematik, TU Ilmenau, Ilmenau, Germany 98684;Cadence Berkeley Labs, Berkeley, USA 94704

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2008

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Abstract

The method of cyclic relaxation for the minimization of a function depending on several variables cyclically updates the value of each of the variables to its optimum subject to the condition that the remaining variables are fixed. We present a simple and transparent proof for the fact that cyclic relaxation converges linearly to an optimum solution when applied to the minimization of functions of the form $f(x_{1},\ldots,x_{n})=\sum_{i=1}^{n}\sum_{j=1}^{n}a_{i,j}\frac{x_{i}}{x_{j}}+\sum_{i=1}^{n}(b_{i}x_{i}+\frac{c_{i}}{x_{i}})$ for a i,j ,b i ,c i 驴驴驴0 with max驴{min驴{b 1,b 2,驴,b n },min驴{c 1,c 2,驴,c n }}0 over the n-dimensional interval [l 1,u 1]脳[l 2,u 2]脳驴驴驴脳[l n ,u n ] with 0l i u i for 1驴i驴n. Our result generalizes several convergence results that have been observed for algorithms applied to gate- and wire-sizing problems that arise in chip design.