Timeline for Why are optimization algorithms defined in terms of other optimization problems?
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6 events
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| Jan 5, 2017 at 6:44 | comment | added | GeoMatt22 | @forecaster there are a variety of approaches, depending on the problem. I would be careful to discount "derivative-based optimizers" too strongly, as in many real-world applications such as deep learning and PDE-based optimization, they can be quite successful. (Some discussion here, including derivative-free alternatives.) | |
| Jan 5, 2017 at 4:43 | comment | added | forecaster | +1 for mentioning hybrid optimizers or meta heuristics. They work very well in real world vs derivative based optimizer which are very good in theory and paper but not good at solving real world multimodal complex objective function that you often encounter in engineering optimization. | |
| Jan 4, 2017 at 5:22 | comment | added | GeoMatt22 | Like the "stopped clock" heuristic? The Neumaier (2004) taxonomy described here seems reasonable. | |
| Jan 4, 2017 at 5:01 | comment | added | Mark L. Stone | @GeoMatt22 Here is the definition of heuristic proof or heuristic argument I formulated as an undergrad: "Any argument, or lack thereof, which does not rigorously disprove that which was to be proved". Analogously, a heuristic algorithm is any algorithm, or lack thereof, which is not guaranteed to not correctly solve the problem to be solved. | |
| Jan 4, 2017 at 4:33 | comment | added | GeoMatt22 | This category of "meta-algorithm" is sometimes referred to as a metaheuristic. | |
| Jan 2, 2017 at 13:58 | history | answered | Mike Wise | CC BY-SA 3.0 |