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
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