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

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

Etienne De Klerk (Contact Author)

Tilburg University ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands

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