Greedy Algorithms for Cone Constrained Optimization with Convergence Guarantees.
Francesco LocatelloMichael TschannenGunnar RätschMartin JaggiPublished in: NIPS (2017)
Keyphrases
- constrained optimization
- greedy algorithms
- greedy algorithm
- stationary points
- objective function
- convergence proof
- constrained optimization problems
- unconstrained optimization
- constraint handling
- convergence rate
- knapsack problem
- penalty function
- search algorithm
- inequality constraints
- interval analysis
- augmented lagrangian
- closed form solutions
- evolutionary strategy
- lagrange multipliers
- worst case
- neural network
- penalty functions
- convex sets
- convergence speed