Ontology highlight
ABSTRACT:
SUBMITTER: Mehta P
PROVIDER: S-EPMC6717431 | biostudies-literature | 2019 May
REPOSITORIES: biostudies-literature
Mehta Pankaj P Cui Wenping W Wang Ching-Hao CH Marsland Robert R
Physical review. E 20190501 5-1
Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints, of which QP is a special case, and consumer resource models describing ecological dynamics. Combining this duality with a recent "cavity solution," we analyze high-dimensional, random QP where the optimization function and constraints are drawn randomly. Our theory shows remarkable agreement with numerics and poi ...[more]