Derivation of Coordinate Descent Algorithms from Optimal Control Theory
Author:
Funder
Air Force Office of Scientific Research
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization,Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s43069-023-00215-6.pdf
Reference22 articles.
1. Ross IM (2019) An optimal control theory for nonlinear optimization. J Comp Appl Math 354:39–51
2. Vinter RB (2000) Optimal Control. Birkhäuser, Boston, MA
3. Bazaraa MS, Sherali HD, Shetty CM (2006) Nonlinear Programming: Theory and Algorithms, 3rd edn. Wiley-Interscience, Hoboken, NJ, pp 367–369
4. Sontag ED, Sussmann HJ (1996) General classes of control-Lyapunov functions. ISNM International Series of Numerical Mathematics, vol 121. Birkhäuser Basel, pp 87–97
5. Polyak B, Shcherbakov P (2017) Lyapunov functions: an optimization theory perspective. IFAC PapersOnLine 50–1:7456–7461
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