The Complexity of Optimizing Over a Simplex, Hypercube or Sphere: A Short Survey
CentER Discussion Paper Series No. 2006-85
12 Pages Posted: 26 Sep 2006
Date Written: September 2006
Abstract
We consider the computational complexity of optimizing various classes of continuous functions over a simplex, hypercube or sphere.These relatively simple optimization problems have many applications.We review known approximation results as well as negative (inapproximability) results from the recent literature.
Keywords: computational complexity, global optimization, linear and semidefinite programming, approximation algorithms
JEL Classification: C60
Suggested Citation: Suggested Citation
de Klerk, Etienne, The Complexity of Optimizing Over a Simplex, Hypercube or Sphere: A Short Survey (September 2006). CentER Discussion Paper Series No. 2006-85, Available at SSRN: https://ssrn.com/abstract=932525 or http://dx.doi.org/10.2139/ssrn.932525
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