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Main Author: Woodstock, Zev
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2501.18454
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author Woodstock, Zev
author_facet Woodstock, Zev
contents This note demonstrates that, for all compact convex sets, high-precision linear minimization can be performed via a single evaluation of the projection and a scalar-vector multiplication. In consequence, if $\varepsilon$-approximate linear minimization takes at least $L(\varepsilon)$ real vector-arithmetic operations and projection requires $P$ operations, then $\mathcal{O}(P)\geq \mathcal{O}(L(\varepsilon))$ is guaranteed. This concept is expounded with examples, an explicit error bound, and an exact linear minimization result for polyhedral sets.
format Preprint
id arxiv_https___arxiv_org_abs_2501_18454
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle High-precision linear minimization is no slower than projection
Woodstock, Zev
Optimization and Control
90C30, 03D15, 47N10, 52A07
This note demonstrates that, for all compact convex sets, high-precision linear minimization can be performed via a single evaluation of the projection and a scalar-vector multiplication. In consequence, if $\varepsilon$-approximate linear minimization takes at least $L(\varepsilon)$ real vector-arithmetic operations and projection requires $P$ operations, then $\mathcal{O}(P)\geq \mathcal{O}(L(\varepsilon))$ is guaranteed. This concept is expounded with examples, an explicit error bound, and an exact linear minimization result for polyhedral sets.
title High-precision linear minimization is no slower than projection
topic Optimization and Control
90C30, 03D15, 47N10, 52A07
url https://arxiv.org/abs/2501.18454