5 citations · 8 across the 4 of their papers we have counts for
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Random projections for conic programs
Leo Liberti, Pierre-Louis Poirion, Ky Vu
We discuss the application of random projections to conic programming: notably linear, second-order and semidefinite programs. We prove general approximation results on feasibility…
Random projections for linear programming
Ky Vu, Pierre-Louis Poirion, Leo Liberti
Random projections are random linear maps, sampled from appropriate distributions, that approx- imately preserve certain geometrical invariants so that the approximation improves a…
Random projections for trust region subproblems
Ky Vu, Pierre-Louis Poirion, Claudia D'Ambrosio +1
The trust region method is an algorithm traditionally used in the field of derivative free optimization. The method works by iteratively constructing surrogate models (often linear…
Using the Johnson-Lindenstrauss lemma in linear and integer programming
Ky Vu, Pierre-Louis Poirion, Leo Liberti
The Johnson-Lindenstrauss lemma allows dimension reduction on real vectors with low distortion on their pairwise Euclidean distances. This result is often used in algorithms such a…