Convex optimization methods for computing the Lyapunov exponent of matrices.
Vladimir Yu. ProtasovRaphaël M. JungersPublished in: ECC (2013)
Keyphrases
- optimization methods
- convex relaxation
- efficient optimization
- optimization method
- global convergence
- simulated annealing
- optimization problems
- unconstrained optimization
- convex optimization
- trust region
- particle swarm
- optimization approaches
- continuous optimization
- direct optimization
- stochastic methods
- gradient method
- inverse problems
- convex hull
- optimization algorithm
- bayesian network models
- portfolio optimization
- evolution strategy
- global optimum
- singular value decomposition
- search algorithm
- neural network