PROMISE: Preconditioned Stochastic Optimization Methods by Incorporating Scalable Curvature Estimates.
Zachary FrangellaPratik RathoreShipu ZhaoMadeleine UdellPublished in: CoRR (2023)
Keyphrases
- optimization methods
- stochastic methods
- stage stochastic programs
- optimization method
- optimization problems
- optimization approaches
- simulated annealing
- unconstrained optimization
- global convergence
- inverse problems
- trust region
- quasi newton
- portfolio optimization
- multiscale
- model selection
- efficient optimization
- bayesian network models
- direct optimization
- search algorithm
- particle swarm
- genetic algorithm
- optimization algorithm
- linear programming