Approximating Concavely Parameterized Optimization Problems
published: Jan. 16, 2013, recorded: December 2012, views: 195
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We consider an abstract class of optimization problems that are parameterized concavely in a single parameter, and show that the solution path along the parameter can always be approximated with accuracy ε>0 by a set of size O(1/ε). A lower bound of size Ω(1/ε) shows that the upper bound is tight up to a constant factor. We also devise an algorithm that calls a step-size oracle and computes an approximate path of size O(1/ε). Finally, we provide an implementation of the oracle for soft-margin support vector machines, and a parameterized semi-definite program for matrix completion.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !