Greedy Algorithms for Cone Constrained Optimization with Convergence Guarantees.
Francesco LocatelloMichael TschannenGunnar RätschMartin JaggiPublished in: CoRR (2017)
Keyphrases
- constrained optimization
- greedy algorithms
- greedy algorithm
- stationary points
- objective function
- convergence proof
- constrained optimization problems
- unconstrained optimization
- penalty function
- constraint handling
- knapsack problem
- interval analysis
- augmented lagrangian
- lagrange multiplier method
- inequality constraints
- search algorithm
- iterative methods
- iterative algorithms
- convergence rate
- lagrange multipliers
- global convergence
- convergence analysis
- evolutionary strategy
- linear programming
- penalty functions
- multi class
- cost function
- neural network