Consensus-based optimization methods converge globally in mean-field law.
Massimo FornasierTimo KlockKonstantin RiedlPublished in: CoRR (2021)
Keyphrases
- optimization methods
- optimization method
- optimization problems
- simulated annealing
- markov random field
- unconstrained optimization
- trust region
- optimization approaches
- stochastic methods
- belief networks
- continuous optimization
- optimization algorithm
- particle swarm
- efficient optimization
- evolution strategy
- inverse problems
- markov networks
- bayesian inference
- closed form
- em algorithm
- gradient method
- direct optimization
- convex relaxation
- free energy
- bayesian networks
- belief propagation
- expectation maximization
- bayesian network models