When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint.
Yoav FreundYi-An MaTong ZhangPublished in: CoRR (2021)
Keyphrases
- viewpoint
- global convergence
- optimization problems
- data structure
- convergence rate
- computational complexity
- discrete optimization
- times faster
- quasi newton
- computational cost
- optimization algorithm
- optimization method
- optimization process
- optimization methods
- combinatorial optimization
- orders of magnitude
- worst case
- significant improvement
- efficient optimization
- evolutionary algorithm
- stopping criteria