
























We provide a condition-based analysis of two interior-point methods for unconstrained geometric programs, a class of convex programs that arise naturally in applications including matrix scaling, matrix balancing, and entropy maximization. Our condition numbers are natural geometric quantities associated with the Newton polytope of the geometric program, and lead to diameter bounds on approximate minimizers. We also provide effective bounds on the condition numbers both in general and under combinatorial assumptions on the Newton polytope. In this way, we generalize the iteration complexity of recent interior-point methods for matrix scaling and matrix balancing. Recently, there has been much work on algorithms for certain optimization problems on Lie groups, known as capacity and scaling problems. For commutative groups, these problems reduce to unconstrained geometric programs, which serves as a particular source of motivation for our work.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。