Implicit rate-constrained optimization of non-decomposable objectives.
Abhishek KumarHarikrishna NarasimhanAndrew CotterPublished in: ICML (2021)
Keyphrases
- constrained optimization
- constrained optimization problems
- objective function
- constraint handling
- penalty function
- unconstrained optimization
- augmented lagrangian
- stationary points
- multiple objectives
- penalty functions
- inequality constraints
- interval analysis
- search algorithm
- cost function
- closed form solutions
- iterative methods