{"title":"闵可夫斯基中心通过鲁棒优化:计算和应用","authors":"D. den Hertog, J. Pauphilet, Mohamed Yahya Soali","doi":"10.1287/opre.2023.2448","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"65 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2023-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Minkowski Centers via Robust Optimization: Computation and Applications\",\"authors\":\"D. den Hertog, J. Pauphilet, Mohamed Yahya Soali\",\"doi\":\"10.1287/opre.2023.2448\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":49809,\"journal\":{\"name\":\"Military Operations Research\",\"volume\":\"65 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2023-04-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Military Operations Research\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://doi.org/10.1287/opre.2023.2448\",\"RegionNum\":4,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Engineering\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Military Operations Research","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1287/opre.2023.2448","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Engineering","Score":null,"Total":0}
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.
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.