Improved Optimization Methods for Regularized Optimal Transport.
Shaobo CuiChao-Bing SongYong JiangPublished in: ICTAI (2017)
Keyphrases
- optimization methods
- optimization method
- simulated annealing
- optimization problems
- global convergence
- dynamic programming
- stochastic methods
- least squares
- efficient optimization
- optimization approaches
- evolution strategy
- portfolio optimization
- particle swarm
- direct optimization
- bayesian network models
- gradient method
- optimal solution
- evolutionary algorithm
- convergence analysis
- risk minimization
- metaheuristic
- quasi newton
- optimization algorithm
- unconstrained optimization
- worst case