Convergence of a Weighted Barrier Algorithm for Stochastic Convex Quadratic Semidefinite Optimization.
Baha AlzalgAsma GafourPublished in: J. Optim. Theory Appl. (2023)
Keyphrases
- optimization algorithm
- optimal solution
- computational complexity
- np hard
- cost function
- convergence rate
- semidefinite
- global convergence
- constrained optimization
- semidefinite programming
- convex quadratic
- feature selection
- optimality conditions
- globally optimal
- improved algorithm
- sufficient conditions
- dynamic programming
- objective function