A Modular Approach to Block-diagonal Hessian Approximations for Second-order Optimization Methods.
Felix DangelPhilipp HennigPublished in: CoRR (2019)
Keyphrases
- optimization methods
- block diagonal
- hessian matrix
- optimization method
- optimization problems
- semidefinite programming
- simulated annealing
- linear programming problems
- higher order
- global convergence
- kernel matrix
- stage stochastic programs
- affinity matrix
- genetic algorithm
- high order
- augmented lagrangian
- evolutionary algorithm
- objective function
- interior point methods
- closed form
- machine learning