Adaptive State-Dependent Diffusion for Derivative-Free Optimization.
Björn EngquistKui RenYunan YangPublished in: CoRR (2023)
Keyphrases
- derivative free
- state dependent
- unconstrained optimization
- neural learning
- gradient method
- steady state
- queueing networks
- optimization methods
- optimal policy
- constrained optimization
- search methods
- fan beam
- markov chain
- stationary distribution
- optimization algorithm
- arrival rate
- nonlinear optimization
- optimization problems
- penalty function
- single server
- incremental learning
- multi layered
- asymptotically optimal
- search space