Deterministic and stochastic inexact regularization algorithms for nonconvex optimization with optimal complexity.
Stefania BellaviaGianmarco GurioliBenedetta MoriniPhilippe L. TointPublished in: CoRR (2018)
Keyphrases
- optimization problems
- worst case
- approximately optimal
- computational cost
- stochastic search
- early stopping
- space complexity
- computational complexity
- global optimization
- monte carlo sampling
- discrete optimization
- stochastic optimization
- high computational complexity
- complexity analysis
- randomized algorithms
- relaxation algorithm
- memory requirements
- combinatorial optimization
- convex optimization problems
- regret bounds
- stochastic gradient descent
- stochastic optimization problems
- objective function
- kernel machines
- optimal design
- data dependent
- exhaustive search
- optimization methods
- convex optimization
- optimization algorithm
- lower bound
- optimal solution