Self-Tuned Mirror Descent Schemes for Smooth and Nonsmooth High-Dimensional Stochastic Optimization.
Nahidsadat MajlesinasabFarzad YousefianArash PourhabibPublished in: IEEE Trans. Autom. Control. (2019)
Keyphrases
- stochastic optimization
- high dimensional
- multistage
- low dimensional
- robust optimization
- dimensionality reduction
- variable selection
- mathematical programming
- similarity search
- variational inequalities
- field of view
- high dimensional data
- genetic algorithm
- optimization problems
- data points
- cooperative
- artificial intelligence
- learning algorithm