Frank-Wolfe and friends: a journey into projection-free first-order optimization methods.
Immanuel M. BomzeFrancesco RinaldiDamiano ZeffiroPublished in: 4OR (2021)
Keyphrases
- optimization methods
- global convergence
- optimization method
- optimization problems
- line search
- simulated annealing
- optimization approaches
- stochastic methods
- unconstrained optimization
- inverse problems
- higher order
- continuous optimization
- particle swarm
- first order logic
- efficient optimization
- bayesian network models
- gradient method
- convex relaxation
- convex sets
- trust region
- quasi newton
- evolutionary algorithm
- stage stochastic programs