A simplified global convergence proof of the affine scaling algorithm.
Renato D. C. MonteiroTakashi TsuchiyaY. WangPublished in: Ann. Oper. Res. (1993)
Keyphrases
- global convergence
- convergence rate
- global optimum
- dynamic programming
- learning algorithm
- objective function
- computational complexity
- machine learning
- optimization methods
- ant colony optimization
- optimization algorithm
- cost function
- neural network
- upper bound
- simulated annealing
- linear programming
- np hard
- multiresolution
- evolutionary algorithm
- convergence speed
- search space
- optimal solution