Optimization via Information Geometry

DOI10.1007/978-1-4939-2104-1_33MaRDI QIDQ5261316zbMATHOpenAlexFDO

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) Combinatorial optimization (90C27) Information theory (general) (94A15) Measures of information, entropy (94A17) Stochastic programming (90C15)

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.

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Cited in

(15)

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

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