A Unified Convergence Theorem for Stochastic Optimization Methods.
Xiao LiAndre MilzarekPublished in: CoRR (2022)
Keyphrases
- optimization methods
- convergence theorem
- stochastic methods
- stage stochastic programs
- optimization method
- rapid convergence
- trust region
- learning rate
- simulated annealing
- optimization problems
- global convergence
- unconstrained optimization
- optimization approaches
- particle swarm
- quasi newton
- bayesian network models
- direct optimization
- optimization algorithm
- efficient optimization
- genetic algorithm
- genetic algorithm ga
- high accuracy
- least squares