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20222026
most citedA Particle-Based Algorithm for Distributional Optimization on \textit{Constrained Domains} via Variational Transport and Mirror Descent

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math.OC2022★ 2 cited

A Particle-Based Algorithm for Distributional Optimization on \textit{Constrained Domains} via Variational Transport and Mirror Descent

Dai Hai Nguyen, Tetsuya Sakurai

We consider the optimization problem of minimizing an objective functional, which admits a variational form and is defined over probability distributions on the constrained domain,…