Continuous Optimization Algorithm: Difference between revisions

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* <B>Example(s):</B>
* <B>Example(s):</B>
** a [[Linear Programming Algorithm]], such as a [[Simplex Algorithm]].
** [[Exact Optimization Algorithm]]s:
** a [[First-Order Optimization Algorithm]], such as [[gradient descent optimization]], such as [[Newton's method]].
*** [[Newton's Method]], which uses both first and second derivatives to find the zeros of a function, thus identifying critical points for optimization.
*** [[Conjugate Gradient Method]], ideal for large-scale problems involving a quadratic objective function without constraints.
*** [[Simplex Algorithm]] for linear programming, which iteratively moves towards the best vertex on the polytope of feasible solutions.
** [[Approximate Optimization Algorithm]]s:
*** [[Stochastic Gradient Descent]] (SGD), which approximates the true gradient by considering a subset of the data at each step, making it suitable for large datasets.
*** [[Genetic Algorithms]], which use techniques inspired by evolutionary biology such as mutation, crossover, and selection.
*** [[Simulated Annealing]], a probabilistic technique that avoids being trapped in local optima by allowing less optimal moves according to a cooling schedule.
** …
** …
* <B>Counter-Example(s):</B>
* <B>Counter-Example(s):</B>
** a [[Combinatorial Optimization Task]].
** [[Integer Programming Algorithm]]s, which deal with discrete variables and are not suitable for continuous domains.
** a [[Constraint Satisfaction Algorithm]].
** [[Constraint Satisfaction Algorithm]]s, used for finding items or configurations that meet a series of constraints but do not optimize a continuous function.
** an [[Integer Programming Algorithm]].
* <B>See:</B> [[Monte Carlo Algorithm]], [[Combinatorial Optimization Algorithm]].
* <B>See:</B> [[Monte Carlo Algorithm]].


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Latest revision as of 18:29, 24 April 2024

An Continuous Optimization Algorithm is an optimization algorithm that can be applied by a continuous optimization system (to solve a continuous optimization task).



References

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