A Ljusternik-Schnirelman minimax algorithm for finding equality constrained saddle points and its application for solving eigen problems: part I. Algorithm and global convergence.
Xudong YaoPublished in: Adv. Comput. Math. (2019)
Keyphrases
- global convergence
- global optimum
- optimal solution
- learning algorithm
- dynamic programming
- convergence rate
- convergence analysis
- cost function
- optimization algorithm
- objective function
- worst case
- np hard
- search space
- expectation maximization
- optimization method
- sensitivity analysis
- particle swarm optimization
- linear systems