Combinatorial optimization with information geometry: the Newton method

DOI10.3390/E16084260MaRDI QIDQ296294zbMATHOpenAlexFDO

Authors Luigi Malagò, Giovanni Pistone

Publication date 15 June 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e16084260

zbMATH Keywords

combinatorial optimizationNewton methodRiemannian Hessianstatistical manifold

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Applications of mathematical programming (90C90) Combinatorial optimization (90C27) Local Riemannian geometry (53B20) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18)

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• scientific article; zbMATH DE number 3872359

Cites work

• Generalised exponential families and associated entropy functions
• On the Measurement of Polarization

Cited in

(10)

• Optimization via Information Geometry
• Second-order optimization over the multivariate Gaussian distribution
• Differential analytic aspects of statistical models
• Wasserstein Riemannian geometry of Gaussian densities
• Hessian metric via transport information geometry
• Transport information Bregman divergences
• Newton polytopes and relative entropy optimization
• Natural gradient flow in the mixture geometry of a discrete exponential family
• Black-box optimization using geodesics in statistical manifolds
• Lagrangian and Hamiltonian dynamics for probabilities on the statistical bundle

Describes a project that uses

Uses Software

• SageMath

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