Center-of-gravity method: Difference between revisions

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{{One source|date=November 2023}}
The '''center-of-gravity method''' is a theoretic algorithm for [[convex optimization]]. It can be seen as a generalization of the [[bisection method]] from one-dimensional functions to multi-dimensional functions.<ref name=":0">{{Cite web |last=Nemirovsky and Ben-Tal |date=2023 |title=Optimization III: Convex Optimization |url=http://www2.isye.gatech.edu/~nemirovs/OPTIIILN2023Spring.pdf}}</ref>{{Rp|___location=Sec.8.2.2}} It is theoretically important as it attains the optimal convergence rate. However, it has little practical value as each step is very computationally expensive.