Control interpretations for first-order optimization methods.
Bin HuLaurent LessardPublished in: ACC (2017)
Keyphrases
- optimization methods
- optimization method
- optimization problems
- simulated annealing
- continuous optimization
- global convergence
- control system
- trust region
- unconstrained optimization
- stochastic methods
- particle swarm
- quasi newton
- optimization approaches
- portfolio optimization
- evolution strategy
- metaheuristic
- efficient optimization
- direct optimization
- inverse problems
- bayesian network models
- gradient method
- first order logic
- anomaly detection
- higher order