The complexity of first-order optimization methods from a metric perspective.
Adrian S. LewisTonghua TianPublished in: CoRR (2023)
Keyphrases
- optimization methods
- optimization method
- optimization problems
- stochastic methods
- simulated annealing
- unconstrained optimization
- particle swarm
- optimization approaches
- global convergence
- higher order
- gradient method
- trust region
- efficient optimization
- computational complexity
- quasi newton
- continuous optimization
- evolution strategy
- first order logic
- bayesian network models
- portfolio optimization
- evaluation metrics
- optimization algorithm
- genetic algorithm