Optimal Combination of Tensor Optimization Methods.
Dmitry KamzolovAlexander V. GasnikovPavel E. DvurechenskyPublished in: OPTIMA (2020)
Keyphrases
- optimization methods
- optimization method
- optimization problems
- quasi newton
- simulated annealing
- global convergence
- optimal solution
- stochastic methods
- efficient optimization
- inverse problems
- particle swarm
- direct optimization
- optimization approaches
- high order
- higher order
- evolution strategy
- column generation
- gradient method
- portfolio optimization
- metaheuristic
- dimensionality reduction
- trust region
- pairwise
- neural network