Regularly random duality
Information Theory
2013-04-01 v1 math.IT
Optimization and Control
Probability
Abstract
In this paper we look at a class of random optimization problems. We discuss ways that can help determine typical behavior of their solutions. When the dimensions of the optimization problems are large such an information often can be obtained without actually solving the original problems. Moreover, we also discover that fairly often one can actually determine many quantities of interest (such as, for example, the typical optimal values of the objective functions) completely analytically. We present a few general ideas and emphasize that the range of applications is enormous.
Cite
@article{arxiv.1303.7295,
title = {Regularly random duality},
author = {Mihailo Stojnic},
journal= {arXiv preprint arXiv:1303.7295},
year = {2013}
}