Finding Global Optima in Nonconvex Stochastic Semidefinite Optimization with Variance Reduction.
Jinshan ZengKe MaYuan YaoPublished in: AISTATS (2018)
Keyphrases
- multi objective
- global optima
- optimization algorithm
- semidefinite
- optimization problems
- variance reduction
- evolutionary algorithm
- global optimization
- objective function
- monte carlo
- particle swarm optimization
- semidefinite programming
- optimization method
- differential evolution
- convex relaxation
- metaheuristic
- linear programming
- global search
- sample size
- machine learning
- lower bound
- higher dimensional
- convex optimization
- optimization methods
- cost function
- knn