Noisy zeroth-order optimization for non-smooth saddle point problems
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Cites work
- scientific article; zbMATH DE number 4015993 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback
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- Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises
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- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Lectures on stochastic programming. Modeling and theory
- On the upper bound for the expectation of the norm of a vector uniformly distributed on the sphere and the phenomenon of concentration of uniform measure on the sphere
- Online convex optimization in the bandit setting: gradient descent without a gradient
- Optimal Rates for Zero-Order Convex Optimization: The Power of Two Function Evaluations
- Random gradient-free minimization of convex functions
- Regret analysis of stochastic and nonstochastic multi-armed bandit problems
- Safe global optimization of expensive noisy black-box functions in the \(\delta \)-Lipschitz framework
- Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case
- Universal method for stochastic composite optimization problems
Cited in
(15)- Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises
- One-point gradient-free methods for smooth and non-smooth saddle-point problems
- Zeroth-order methods for noisy Hölder-gradient functions
- Accelerated zero-order SGD method for solving the black box optimization problem under ``overparametrization condition
- Stochastic adversarial noise in the ``black box optimization problem
- Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs
- A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
- Zeroth-order algorithms for nonconvex-strongly-concave minimax problems with improved complexities
- Zeroth-order single-loop algorithms for nonconvex-linear minimax problems
- A new one-point residual-feedback oracle for black-box learning and control
- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- The ``black-box optimization problem: zero-order accelerated stochastic method via kernel approximation
- Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points
- Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
- Derivative-free alternating projection algorithms for general nonconvex-concave minimax problems
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