Optimization via Information Geometry

DOI10.1007/978-1-4939-2104-1_33MaRDI QIDQ5261316zbMATH OpenOpenAlexFDO

Authors Luigi Malagò, Giovanni Pistone

Publication date 3 July 2015

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.3762

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Stochastic programming (90C15) Combinatorial optimization (90C27) Information theory (general) (94A15) Measures of information, entropy (94A17)

Abstract: Information Geometry has been used to inspire efficient algorithms for stochastic optimization, both in the combinatorial and the continuous case. We give an overview of the authors' research program and some specific contributions to the underlying theory.

Recommendations

• Information Theoretic Approach to Geometric Programming
• Information-geometric optimization algorithms: a unifying picture via invariance principles
• Information geometry applications for optimizing numerical simulations
• Information Geometry and Interior-Point Algorithms
• Information Geometry of the Gaussian Distribution in View of Stochastic Optimization
• scientific article; zbMATH DE number 3872359
• Objective improvement in information-geometric optimization
• Combinatorial optimization with information geometry: the Newton method
• General-purpose optimization through information maximization
• Information-geometric optimization: the interest of information theory for discrete and continuous optimization. (Abstract)

Cited in

(16)

• Principal whitened gradient for information geometry
• When optimal transport meets information geometry
• Global optimization. An information-theoretic approach
• Combinatorial optimization with information geometry: the Newton method
• Information Geometry of the Gaussian Distribution in View of Stochastic Optimization
• Excess information in parametric linear optimization
• Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs
• The information approach to multiextremal optimization problems
• scientific article; zbMATH DE number 933211 (Why is no real title available?)
• Geometric methods for sampling, optimization, inference, and adaptive agents
• Objective improvement in information-geometric optimization
• Information-geometric optimization algorithms: a unifying picture via invariance principles
• Information geometry applications for optimizing numerical simulations
• Information-geometric optimization: the interest of information theory for discrete and continuous optimization. (Abstract)
• Information Geometry and Interior-Point Algorithms
• The information geometry of UMAP

This page was built for publication: Optimization via Information Geometry

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261316)