Optimization of Convex Functions with Random Pursuit

DOI10.1137/110853613zbMath1273.90155arXiv1111.0194OpenAlexW2962782524MaRDI QIDQ2848195

Sebastian U. Stich, Bernd Gärtner, Christian L. Müller

Publication date: 25 September 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.0194

zbMATH Keywords

convex optimizationrandomized algorithmline searchcontinuous optimization

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Sequential statistical analysis (62L10) Randomized algorithms (68W20)

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