In:
Mathematics of Operations Research, Institute for Operations Research and the Management Sciences (INFORMS), Vol. 34, No. 3 ( 2009-08), p. 621-641
Abstract:
The classical perceptron algorithm is an elementary row-action/relaxation algorithm for solving a homogeneous linear inequality system Ax 〉 0. A natural condition measure associated with this algorithm is the Euclidean width τ of the cone of feasible solutions, and the iteration complexity of the perceptron algorithm is bounded by 1/τ 2 [see Rosenblatt, F. 1962. Principles of Neurodynamics. Spartan Books, Washington, DC]. Dunagan and Vempala [Dunagan, J., S. Vempala. 2007. A simple polynomial-time rescaling algorithm for solving linear programs. Math. Programming 114(1) 101–114] have developed a rescaled version of the perceptron algorithm with an improved complexity of O(n ln (1/τ)) iterations (with high probability), which is theoretically efficient in τ and, in particular, is polynomial time in the bit-length model. We explore extensions of the concepts of these perceptron methods to the general homogeneous conic system Ax ∈ int K, where K is a regular convex cone. We provide a conic extension of the rescaled perceptron algorithm based on the notion of a deep-separation oracle of a cone, which essentially computes a certificate of strong separation. We show that the rescaled perceptron algorithm is theoretically efficient if an efficient deep-separation oracle is available for the feasible region. Furthermore, when K is the cross-product of basic cones that are either half-spaces or second-order cones, then a deep-separation oracle is available and, hence, the rescaled perceptron algorithm is theoretically efficient. When the basic cones of K include semidefinite cones, then a probabilistic deep-separation oracle for K can be constructed that also yields a theoretically efficient version of the rescaled perceptron algorithm.
Type of Medium:
Online Resource
ISSN:
0364-765X
,
1526-5471
DOI:
10.1287/moor.1090.0388
Language:
English
Publisher:
Institute for Operations Research and the Management Sciences (INFORMS)
Publication Date:
2009
detail.hit.zdb_id:
2004273-5
detail.hit.zdb_id:
195683-8
SSG:
3,2
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