Hi!<div><br><div>Nidhi gave you the right answer. I would only qualify her assertion that the power of OBOE is for the non-smooth case. </div><div><br></div><div>Exploiting the smoothness property in optimization algorithms may turn out to be very difficult. OBOE applies to oracles delivering first order information under the form of gradients or subgradients of a convex objective and separating hyperplanes for the constraint domain. You can expect that OBOE will solve such problems with reasonable efficiency, provided the number of variables is not too large. (It does not mean that OBOE cannot solve problems with huge number of variables using Lagrangian duality, which reformulates the problem into one with much fewer variables.) </div>
<div><br></div><div>Problems with smooth convex objective and smooth convex functions for the constraints may turn out to be very difficult for other optimization algorithms. OBOE may be an alternative.</div><div><br></div>
<div>Regards, (and thanks to Nidhi)</div><div><br></div><div>Jean-Philippe Vial<br><br><div class="gmail_quote">2012/9/25 Tianyang Li 李天阳 Tommy Li <span dir="ltr"><<a href="mailto:tmy1018@gmail.com" target="_blank">tmy1018@gmail.com</a>></span><br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">---------- Forwarded message ----------<br>
From: Nidhi Sawhney <<a href="mailto:nsawhney@gmail.com">nsawhney@gmail.com</a>><br>
Date: Tue, Sep 25, 2012 at 2:19 AM<br>
Subject: Re: [OBOE] Is it OK to use OBOE only for a smooth function?<br>
If so, how good is the performance?<br>
To: Tianyang Li 李天阳 Tommy Li <<a href="mailto:tmy1018@gmail.com">tmy1018@gmail.com</a>><br>
<br>
<br>
Hello,<br>
<br>
It should be okay to use OBOE for only smooth functions, since the<br>
non-smooth is a generalization of a smooth function you can either<br>
have the oracle return the gradient or use the setB functions. Its<br>
hard to say how it compares with other methods, however it is true<br>
that the power of OBOE is for the non-smooth case.<br>
<br>
-Nidhi<br>
<div class="HOEnZb"><div class="h5"><br>
On Fri, Sep 21, 2012 at 3:57 PM, Tianyang Li 李天阳 Tommy Li<br>
<<a href="mailto:tmy1018@gmail.com">tmy1018@gmail.com</a>> wrote:<br>
><br>
> Hi,<br>
><br>
> I'm wondering whether I can use `Oracle` like this<br>
><br>
> Oracle oracle(NULL, &smooth_func);<br>
><br>
> And if so, how good is the performance compared to some other methods<br>
> such as interior-point methods?<br>
><br>
> Thanks!<br>
><br>
> Best,<br>
> Tianyang<br>
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