1. Minkowski Centers via Robust Optimization: Computation and Applications.
- Author
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den Hertog, Dick, Pauphilet, Jean, and Soali, Mohamed Yahya
- Subjects
OPTIMIZATION algorithms ,ROBUST optimization ,MATHEMATICAL optimization ,APPLIED mathematics ,CONVEX sets - 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. Centers of convex sets are geometric objects that have received extensive attention in the mathematical and optimization literature, both from a theoretical and practical standpoint. For instance, they serve as initialization points for many algorithms such as interior-point, hit-and-run, or cutting-planes methods. First, we observe that computing a Minkowski center of a convex set can be formulated as the solution of a robust optimization problem. As such, we can derive tractable formulations for computing Minkowski centers of polyhedra and convex hulls. Computationally, we illustrate that using Minkowski centers, instead of analytic or Chebyshev centers, improves the convergence of hit-and-run and cutting-plane algorithms. We also provide efficient numerical strategies for computing centers of the projection of polyhedra and of the intersection of two ellipsoids. Supplemental Material: The online appendix is available at https://doi.org/10.1287/opre.2023.2448. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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