Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization.
Moritz Schulze DarupMartin KastsianStefan MrossMartin MönnigmannPublished in: J. Glob. Optim. (2014)
Keyphrases
- efficient computation
- global optimization
- upper bound
- computational efficiency
- particle swarm optimization
- lower bound
- global solution
- pso algorithm
- global search
- constrained global optimization
- worst case
- deterministic annealing
- databases
- distance function
- step size
- multi objective
- multi agent
- genetic algorithm
- generalization bounds