High-precision linear minimization is no slower than projection



This note demonstrates that, for all compact convex sets, high-precision linear minimization can be performed via a single evaluation of the projection and a scalar-vector multiplication. In consequence, if $\varepsilon$-approximate linear minimization takes at least $L(\varepsilon)$ vector-arithmetic operations and projection requires $P$ operations, then $\mathcal{O}(P)\geq \mathcal{O}(L(\varepsilon))$ is guaranteed. This concept is expounded with examples, an explicit error bound, and an exact linear minimization result for polyhedral sets.

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Cite this Paper (BibTeX)
@article{woodstock:20260105,
    author={Zev Woodstock},
    title={High-precision linear minimization is no slower than projection},
    journal={Optimization Letters},
    year={2026},
    volume={20},
    number={},
    pages={909--915},
    DOI={10.1007/s11590-025-02269-3}}