Performance estimation toolbox (PESTO): Automated worst-case analysis of first-order optimization methods.
Adrien B. TaylorJulien M. HendrickxFrançois GlineurPublished in: CDC (2017)
Keyphrases
- optimization methods
- worst case analysis
- average case
- optimization method
- optimization problems
- simulated annealing
- worst case
- global convergence
- stochastic methods
- optimization approaches
- unconstrained optimization
- np hardness
- bayesian network models
- efficient optimization
- greedy heuristic
- optimization algorithm
- lower bound
- genetic algorithm
- convex relaxation
- linear programming
- search space
- optimal solution