Search Results for author: Sam Chiu-wai Wong

Found 2 papers, 0 papers with code

An Improved Cutting Plane Method for Convex Optimization, Convex-Concave Games and its Applications

no code implementations8 Apr 2020 Haotian Jiang, Yin Tat Lee, Zhao Song, Sam Chiu-wai Wong

We propose a new cutting plane algorithm that uses an optimal $O(n \log (\kappa))$ evaluations of the oracle and an additional $O(n^2)$ time per evaluation, where $\kappa = nR/\epsilon$.

Tight Bounds for Approximate Carathéodory and Beyond

no code implementations ICML 2017 Vahab Mirrokni, Renato Paes Leme, Adrian Vladu, Sam Chiu-wai Wong

We give a deterministic nearly-linear time algorithm for approximating any point inside a convex polytope with a sparse convex combination of the polytope's vertices.

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