Linear Convergence of Consensus-Based Quantized Optimization for Smooth and Strongly Convex Cost Functions.
Yuichi KajiyamaNaoki HayashiShigemasa TakaiPublished in: IEEE Trans. Autom. Control. (2021)
Keyphrases
- cost function
- minimize a cost function
- semidefinite
- optimization problems
- global convergence
- convex relaxation
- piecewise linear
- semi infinite programming
- global optimization
- fractional programming
- quasi newton
- quadratic programming
- weighted constraint satisfaction
- globally convergent
- piecewise constant
- quadratic function
- convergence speed
- global optimality
- constrained optimization
- faster convergence
- risk minimization
- objective function
- gauss seidel
- convergence rate
- convex optimization
- semi definite programming
- stationary points
- step size
- operator splitting
- optimization algorithm
- optimization method
- genetic algorithm
- number of iterations required
- search space reduction
- dual variables
- optimal kernel
- line search