[LPV16] Solving LP using random projections
Conférence Internationale avec comité de lecture :
CTW16,
November 2016,
pp. Pages 53-56,
Italy,
(
DOI:
https://doi.org/10.1016/j.endm.2016.10.014)
motcle:
Résumé:
A celebrated result of Johnson and Lindenstrauss asserts that, in high enough dimensional spaces, Euclidean distances defined by a finite set of points are approximately preserved when these points are projected to a certain lower dimensional space. We show that the distance from a point to a convex set is another approximate invariant, and leverage this result to approximately solve linear programs with a logarithmic number of rows.