Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound.
Serge GrattonSadok JeradPhilippe L. TointPublished in: SIAM J. Optim. (2023)
Keyphrases
- objective function
- worst case
- optimization algorithm
- space complexity
- convergence rate
- global convergence
- faster convergence
- dynamic programming
- optimal solution
- cost function
- search space
- constrained optimization
- computational complexity
- detection algorithm
- optimization process
- optimization procedure
- theoretical analysis
- optimization methods
- iterative algorithms
- prior information
- optimization method
- stationary points
- deterministic annealing
- learning algorithm
- convergence proof
- line search
- convergence property
- global optimum
- simulated annealing
- combinatorial optimization
- convergence analysis
- expectation maximization
- complexity bounds
- computational cost
- lower bound
- clustering algorithm