UniXGrad: A Universal, Adaptive Algorithm with Optimal Guarantees for Constrained Optimization.
Ali KavisKfir Y. LevyFrancis R. BachVolkan CevherPublished in: NeurIPS (2019)
Keyphrases
- constrained optimization
- dynamic programming
- worst case
- computational complexity
- optimal solution
- closed form
- search space
- objective function
- simulated annealing
- cost function
- probabilistic model
- np hard
- optimization algorithm
- penalty function
- lagrange multipliers
- constrained optimization problems
- penalty functions
- optimization method
- convergence rate
- k means
- augmented lagrangian