Stochastic Mirror Descent in Variationally Coherent Optimization Problems.
Zhengyuan ZhouPanayotis MertikopoulosNicholas BambosStephen P. BoydPeter W. GlynnPublished in: NIPS (2017)
Keyphrases
- optimization problems
- evolutionary algorithm
- stochastic optimization problems
- cost function
- metaheuristic
- objective function
- combinatorial optimization
- stochastic model
- field of view
- nonlinear programming
- stochastic process
- optimization methods
- traveling salesman problem
- monte carlo
- linear programming
- real world
- stochastic nature
- stochastic programming
- stochastic models
- optimization criteria
- database
- sweet spot
- multi view
- probabilistic model
- optimal solution
- multiscale
- databases
- data sets
- real time