The complexity of optimizing over a simplex,hypercube or sphere: a short survey |
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| Authors: | Etienne de Klerk |
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| Affiliation: | (1) Department of Econometrics and Operations Research, Faculty of Economics and Business Studies, Tilburg University, 5000 LE Tilburg, The Netherlands |
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| Abstract: | We consider the computational complexity of optimizing various classes of continuous functions over a simplex, hypercube or sphere. These relatively simple optimization problems arise naturally from diverse applications. We review known approximation results as well as negative (inapproximability) results from the recent literature. |
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| Keywords: | Computational complexity Global optimization Linear and semidefinite programming Approximation algorithms |
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