> [We] are able to solve this mixed type problem much more efficiently than techniques like gradient decent.
Naive gradient descent is probably the simplest strategy that one can imagine. How do your algorithms compare to Newton methods for minimizing the primal-dual gap (interior point methods)?
Re:Intro to Multicriteria Optimization
by Zephyr314 on Wednesday August 17, 2016 @12:09PM
(#12305720)
We compare to some standard convex optimization techniques implemented in scipy here [1]. We have comparisons to some other Bayesian methods here [2]. I'm happy to answer any questions!
[1]: https://github.com/sigopt/sigopt-examples/blob/master/ipytho...
[1]: https://sigopt.com/careers