Global convergence rate analysis of unconstrained optimization methods based on probabilistic models.
Coralia CartisKatya ScheinbergPublished in: Math. Program. (2018)
Keyphrases
- optimization methods
- global convergence
- probabilistic model
- optimization method
- optimization problems
- convergence analysis
- simulated annealing
- optimization approaches
- convergence speed
- global optimum
- convergence rate
- gradient method
- evolutionary algorithm
- line search
- stochastic methods
- convex minimization
- constrained optimization problems
- graphical models
- principal component analysis
- unconstrained optimization