On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization.
Julia L. HigleSuvrajeet SenPublished in: Math. Oper. Res. (1992)
Keyphrases
- stochastic search
- optimization problems
- learning algorithm
- global convergence
- stochastic approximation
- theoretical analysis
- combinatorial optimization
- discrete optimization
- computational complexity
- significant improvement
- approximately optimal
- orders of magnitude
- optimization methods
- theoretical justification
- data structure
- monte carlo sampling
- quasi newton
- monte carlo methods
- efficient optimization
- data mining
- evolutionary multiobjective
- stochastic optimization
- evolution strategy
- convergence rate
- monte carlo
- machine learning algorithms
- optimization algorithm
- simulated annealing
- clustering algorithm