Guaranteed Trust Region Optimization via Two-Phase KL Penalization.
K. R. ZentnerUjjwal PuriZhehui HuangGaurav S. SukhatmePublished in: CoRR (2023)
Keyphrases
- trust region
- optimization methods
- unconstrained optimization
- line search
- column generation
- penalty function
- global optimum
- constrained optimization
- optimization problems
- objective function
- simulated annealing
- optimization algorithm
- newton method
- optimization method
- genetic algorithm
- lower bound
- quadratic programming
- global convergence
- upper bound
- search algorithm
- log likelihood
- combinatorial optimization
- information theoretic
- hessian matrix
- metaheuristic
- mutual information