Derivation of coordinate descent algorithms from optimal control theory
From MaRDI portal
Publication:6097432
DOI10.1007/S43069-023-00215-6zbMATH Open1519.90177arXiv2309.03990OpenAlexW4362471655MaRDI QIDQ6097432FDOQ6097432
Authors: Isaac Michael Ross
Publication date: 5 June 2023
Published in: SN Operations Research Forum (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2309.03990
Recommendations
- scientific article; zbMATH DE number 1805984
- On the algorithmic stability of optimal control with derivative operators
- scientific article; zbMATH DE number 4100507
- Algorithms for unconstrained optimization problems via control theory
- Coordinate descent algorithms
- A Stochastic Gradient Descent Approach for Stochastic Optimal Control
- Generating Nesterov's accelerated gradient algorithm by using optimal control theory for optimization
- Consistent Approximations and Approximate Functions and Gradients in Optimal Control
- Minimization of convex functions using an accelerated descent method. Application to optimal control in dynamic systems
- Application of the hypodifferential descent method to the problem of constructing an optimal control
machine learningconvex optimizationcoordinate descentsingular optimal control theorynonsmooth control Lyapunov functions
Cites Work
- Variable Metric Method for Minimization
- Title not available (Why is that?)
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Nonlinear Programming
- Optimal control
- Coordinate descent algorithms
- Convex analysis and nonlinear optimization. Theory and examples.
- Title not available (Why is that?)
- Control Perspectives on Numerical Algorithms and Matrix Problems
- Algorithms for unconstrained optimization problems via control theory
- Title not available (Why is that?)
- Optimization methods for large-scale machine learning
- On the bang-bang control approach via a component-wise line search strategy for unconstrained optimization
- An optimal control theory for nonlinear optimization
This page was built for publication: Derivation of coordinate descent algorithms from optimal control theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6097432)