Rounding of convex sets and efficient gradient methods for linear programming problems

  • Authors:
  • Yu. Nesterov

  • Affiliations:
  • Center for Operations Research and Econometrics (CORE), Catholic University of Louvain (UCL), Louvain-la-Neuve, Belgium

  • Venue:
  • Optimization Methods & Software
  • Year:
  • 2008

Quantified Score

Hi-index 0.06

Visualization

Abstract

In this paper, we propose new efficient gradient schemes for two non-trivial classes of linear programming problems. These schemes are designed to compute approximate solutions with relative accuracy δ. We prove that the upper complexity bound for both schemes is O((√(n ln m)/δ)ln n) iterations of a gradient-type method, where n and m (n