On the convergence rate of grid search for polynomial optimization over the simplex.
Etienne de KlerkMonique LaurentZhao SunJuan C. VeraPublished in: Optim. Lett. (2017)
Keyphrases
- convergence rate
- grid search
- global convergence
- faster convergence rate
- convergence speed
- step size
- cross validation
- random search
- hyperparameters
- generalization ability
- random forest
- bilevel programming
- parameter optimization
- primal dual
- convergence analysis
- numerical stability
- support vector machine
- gaussian process
- sample size
- optimization algorithm
- model selection
- optimization problems
- optimization method
- genetic algorithm
- optimization methods
- global optimization
- differential evolution
- linear programming
- support vector