Optimization via Information Geometry

DOI10.1007/978-1-4939-2104-1_33zbMATH Open1318.94026arXiv1403.3762OpenAlexW2165492081MaRDI QIDQ5261316FDOQ5261316

Authors: Luigi Malagò, Giovanni Pistone 

Publication date: 3 July 2015

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

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.

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

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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)

Cited In (15)

• Information-geometric optimization: the interest of information theory for discrete and continuous optimization. (Abstract)
• Information Geometry of the Gaussian Distribution in View of Stochastic Optimization
• The information approach to multiextremal optimization problems
• Combinatorial optimization with information geometry: the Newton method
• Objective improvement in information-geometric optimization
• Information geometry applications for optimizing numerical simulations
• Information Geometry and Interior-Point Algorithms
• The information geometry of UMAP
• Principal whitened gradient for information geometry
• Information-geometric optimization algorithms: a unifying picture via invariance principles
• Title not available (Why is that?)
• Excess information in parametric linear optimization
• When optimal transport meets information geometry
• Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs
• Global optimization. An information-theoretic approach

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