Minimizing a Convex Cost Closure Set

  • Authors:
  • Dorit S. Hochbaum;Maurice Queyranne

  • Affiliations:
  • -;-

  • Venue:
  • ESA '00 Proceedings of the 8th Annual European Symposium on Algorithms
  • Year:
  • 2000

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Abstract

We study here a convex optimization problem with variables subject to a given partial order. This problem is a generalization of the known maximum (or minimum) closure problem and the isotonic regression problem. The algorithm we devise has complexity O(mnlog n2/m + n log U), for U the largest interval of values associated with a variable. For the quadratic problem and for the closure problem the complexity of our algorithm is strongly polynomial, O(mnlog n2/m). For the isotonic regression problem the complexity is O(n log U).