Studies integrating geometry, probability, and optimization under convexity

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2006.Includes bibliographical references (p. 197-202).Convexity has played a major role in a variety of fields over the past decades. Nevertheless, the convexity assumption continues to reveal new theoretical paradigms and applications. This dissertation explores convexity in the intersection of three fields, namely, geometry, probability, and optimization. We study in depth a variety of geometric quantities. These quantities are used to describe the behavior of different algorithms. In addition, we investigate how to algorithmically manipulate these geometric quantities. This leads to algorithms capable of transforming ill-behaved instances into well-behaved ones. In particular, we provide probabilistic methods that carry out such task efficiently by exploiting the geometry of the problem. More specific contributions of this dissertation are as follows. (i) We conduct a broad exploration of the symmetry function of convex sets and propose efficient methods for its computation in the polyhedral case. (ii) We also relate the symmetry function with the computational complexity of an interior-point method to solve a homogeneous conic system. (iii) Moreover, we develop a family of pre-conditioners based on the symmetry function and projective transformations for such interior-point method.(cont.) The implementation of the pre-conditioners relies on geometric random walks. (iv) We developed the analysis of the re-scaled perceptron algorithm for a linear conic system. In this method a sequence of linear transformations is used to increase a condition measure associated with the problem. (v) Finally, we establish properties relating a probability density induced by an arbitrary norm and the geometry of its support. This is used to construct an efficient simulating annealing algorithm to test whether a convex set is bounded, where the set is represented only by a membership oracle.by Alexandre Belloni Nogueira.Ph.D

A geometric analysis of Renegar's condition number, and its interplay with conic curvature

For a conic linear system of the form Ax ∈ K, K a convex cone, several condition measures have been extensively studied in the last dozen years.Among these, Renegar’s condition number C(A) is arguably the most prominent for its relation to data perturbation, error bounds, problem geometry, and computational complexity of algorithms.Nonetheless, C(A) is a representation-dependent measurewhich is usually difficult to interpret and may lead to overly conservative bounds of computational complexity and/or geometric quantities associated with the set of feasible solutions. Herein we showthat Renegar’s condition number is bounded from above and belowby certain purely geometric quantities associated with A and K; furthermore our bounds highlight the role of the singular values of A and their relationship with the condition number. Moreover, by using the notion of conic curvature, we show how Renegar’s condition number can be used to provide both lower and upper bounds on the width of the set of feasible solutions. This complements the literature where only lower bounds have heretofore been developed