A Unified Convergence Theorem for Stochastic Optimization Methods.
Xiao LiAndre MilzarekPublished in: NeurIPS (2022)
Keyphrases
- optimization methods
- convergence theorem
- stochastic methods
- optimization method
- stage stochastic programs
- rapid convergence
- simulated annealing
- learning rate
- optimization problems
- global convergence
- unconstrained optimization
- trust region
- particle swarm
- optimization approaches
- evolution strategy
- quasi newton
- machine learning
- global optimization
- evolutionary algorithm
- efficient optimization
- linear program
- particle swarm optimization
- bayesian network models
- multi objective
- optimal solution