2 papers
math.OC2020
Making Simulated Annealing Sample Efficient for Discrete Stochastic Optimization
Suhail M. Shah
We study the regret of simulated annealing (SA) based approaches to solving discrete stochastic optimization problems. The main theoretical conclusion is that the regret of the sim…
math.OC2017
Stochastic Approximation on Riemannian manifolds
Suhail M. Shah
The standard theory of stochastic approximation (SA) is extended to the case when the constraint set is a Riemannian manifold. Specifically, the standard ODE method for analyzing S…