Multiplicative Weights Updates as a distributed constrained optimization algorithm: Convergence to second-order stationary points almost always.
Ioannis PanageasGeorgios PiliourasXiao WangPublished in: ICML (2019)
Keyphrases
- optimization algorithm
- stationary points
- multi objective
- objective function
- fixed point
- convergence analysis
- mathematical programming
- optimization method
- particle swarm optimization pso
- karush kuhn tucker
- differential evolution
- constrained optimization
- nonlinear programming
- evolutionary multi objective
- artificial bee colony
- higher order
- optimization strategy
- linear programming
- optimality conditions
- hybrid optimization algorithm
- boundary conditions
- swarm intelligence
- particle swarm optimization
- graphical models
- optimization problems