Research map / Optimization / Nonconvex and smooth optimization
Faster Convex Optimization: Simulated Annealing with an Efficient Universal Barrier
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the entropic-barrier parameter ν to set the simulated-annealing temperature schedule | Simulated annealing for general convex optimization · General convex optimization (membership oracle) | running time: \tilde{O}(n^{4.5}) -> \tilde{O}(\sqrt{\nu} n^{4}) | Helped |
| Apply the entropic-barrier schedule to the PSD cone, where the paper gives ν = n | Simulated annealing · PSD cone | running time improvement factor: an improvement of n compared to the state-of-the-art | Helped |
| Use the entropic universal barrier, computable implicitly through sampling, instead of requiring a supplied barrier | Interior point methods · Arbitrary convex sets described by a membership oracle | applicability | Helped |
| Identify the heat path with the central path for the entropic barrier | Simulated annealing and interior point methods · Any convex set | equivalence of optimization paths | Helped |
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