Explicit Second-Order Min-Max Optimization Methods with Optimal Convergence Guarantee.
Tianyi LinPanayotis MertikopoulosMichael I. JordanPublished in: CoRR (2022)
Keyphrases
- optimization methods
- min max
- global convergence
- quasi newton
- max min
- simulated annealing
- multiobjective optimization
- optimization method
- optimization problems
- optimization approaches
- continuous optimization
- direct optimization
- genetic algorithm
- unconstrained optimization
- stochastic methods
- particle swarm
- higher order
- inverse problems
- convergence analysis
- convergence speed
- convex relaxation
- trust region
- dynamic programming
- cost function
- optimal solution