Potential reduction method for harmonically convex programming |
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Authors: | J F Sturm S Zhang |
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Institution: | (1) Department of Econometrics, University of Groningen, Groningen, The Netherlands |
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Abstract: | In this paper, we introduce a potential reduction method for harmonically convex programming. We show that, if the objective function and them constraint functions are allk-harmonically convex in the feasible set, then the number of iterations needed to find an -optimal solution is bounded by a polynomial inm, k, and log(1/ ). The method requires either the optimal objective value of the problem or an upper bound of the harmonic constantk as a working parameter. Moreover, we discuss the relation between the harmonic convexity condition used in this paper and some other convexity and smoothness conditions used in the literature.The authors like to thank Dr. Hans Nieuwenhuis for carefully reading this paper and the anonymous referees for the worthy suggestions. |
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Keywords: | Convex programming harmonic convexity potential reduction methods polynomiality |
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