Minimizing a low-dimensional convex function over a high-dimensional cube
Abstract
For a matrix , , and a convex function , we are interested in minimizing over the set . We will study separable convex functions and sharp convex functions . Moreover, the matrix is unknown to us. Only the number of rows and is revealed. The composite function is presented by a zeroth and first order oracle only. Our main result is a proximity theorem that ensures that an integral minimum and a continuous minimum for separable convex and sharp convex functions are always "close" by. This will be a key ingredient to develop an algorithm for detecting an integer minimum that achieves a running time of roughly . In the special case when is given explicitly and is separable convex one can also adapt an algorithm of Hochbaum and Shanthikumar. The running time of this adapted algorithm matches with the running time of our general algorithm.
Cite
@article{arxiv.2204.05266,
title = {Minimizing a low-dimensional convex function over a high-dimensional cube},
author = {Christoph Hunkenschröder and Sebastian Pokutta and Robert Weismantel},
journal= {arXiv preprint arXiv:2204.05266},
year = {2022}
}