Greedy Methods, Randomization Approaches, and Multiarm Bandit Algorithms for Efficient Sparsity-Constrained Optimization.
Alain RakotomamonjySokol KoçoLiva RalaivolaPublished in: IEEE Trans. Neural Networks Learn. Syst. (2017)
Keyphrases
- constrained optimization
- computationally expensive
- iterative methods
- unconstrained optimization
- machine learning algorithms
- search methods
- computationally intensive
- greedy algorithms
- optimization methods
- penalty functions
- iterative algorithms
- convergence analysis
- optimization problems
- search space
- constrained optimization problems
- high dimensional
- computational complexity