闵可夫斯基中心通过鲁棒优化:计算和应用

IF 0.7 4区 管理学 Q3 Engineering
D. den Hertog, J. Pauphilet, Mohamed Yahya Soali
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引用次数: 0

摘要

正确地定义集合的中心是应用数学中一个长期存在的问题,在数值几何、物理和优化算法中都有涉及。闵可夫斯基中心就是这样一个定义,其理论上的好处很多,而且有充分的证据。在本文中,我们从计算而非理论的角度重新审视闵可夫斯基中心的优势。首先,我们证明Minkowski中心是一个鲁棒优化问题的解。在这个透镜下,我们然后为一系列集合,包括多面体,多面体投影和椭球体的相交,提供计算上易于处理的重新表述或近似。在计算上,我们说明了闵可夫斯基中心是其他中心(如切比雪夫中心或分析中心)的可行替代方案,并且可以加速数值算法(如肇事逃逸和切割平面方法)的收敛。我们希望我们的工作能给闵可夫斯基中心带来新的和实用的启示,并揭示它们作为计算工具的潜在好处。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Minkowski Centers via Robust Optimization: Computation and Applications
Properly defining the center of a set has been a longstanding question in applied mathematics, with implications in numerical geometry, physics, and optimization algorithms. Minkowski centers are one such definition, whose theoretical benefits are numerous and well documented. In this paper, we revisit the advantages of Minkowski centers from a computational, rather than theoretical, perspective. First, we show that Minkowski centers are solutions to a robust optimization problem. Under this lens, we then provide computationally tractable reformulations or approximations for a series of sets, including polyhedra, polyhedral projections, and intersections of ellipsoids. Computationally, we illustrate that Minkowski centers are viable alternatives to other centers, such as Chebyshev or analytic centers, and can speed up the convergence of numerical algorithms like hit-and-run and cutting-plane methods. We hope our work sheds new and practical light on Minkowski centers and exposes their potential benefits as a computational tool.
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来源期刊
Military Operations Research
Military Operations Research 管理科学-运筹学与管理科学
CiteScore
1.00
自引率
0.00%
发文量
0
审稿时长
>12 weeks
期刊介绍: Military Operations Research is a peer-reviewed journal of high academic quality. The Journal publishes articles that describe operations research (OR) methodologies and theories used in key military and national security applications. Of particular interest are papers that present: Case studies showing innovative OR applications Apply OR to major policy issues Introduce interesting new problems areas Highlight education issues Document the history of military and national security OR.
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