Random gradient-free minimization of convex functions
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Cites work
- A Simplex Method for Function Minimization
- Algorithms for approximate calculation of the minimum of a convex function from its values
- Convergence of the restricted Nelder-Mead algorithm in two dimensions
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Expected number of steps of a random optimization method
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 5485582 (Why is no real title available?)
- Introduction to Derivative-Free Optimization
- Introductory lectures on convex optimization. A basic course.
- Lexicographic differentiation of nonsmooth functions
- On the convergence of the Baba and Dorea random optimization methods
- Online convex optimization in the bandit setting: gradient descent without a gradient
- Optimization and nonsmooth analysis
- Random optimization
- Robust Stochastic Approximation Approach to Stochastic Programming
- Solving convex programs by random walks
- Stochastic convex optimization with bandit feedback
Cited in
(only showing first 100 items - show all)- Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- On the information-adaptive variants of the ADMM: an iteration complexity perspective
- Asynchronous gossip-based gradient-free method for multiagent optimization
- Approximating convex functions via non-convex oracles under the relative noise model
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- Gradient-free method for nonsmooth distributed optimization
- An accelerated directional derivative method for smooth stochastic convex optimization
- A stochastic subspace approach to gradient-free optimization in high dimensions
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Accelerating reinforcement learning with a directional-Gaussian-smoothing evolution strategy
- A zeroth order method for stochastic weakly convex optimization
- A new one-point residual-feedback oracle for black-box learning and control
- Nash equilibrium seeking in N-coalition games via a gradient-free method
- Robustness and averaging properties of a large-amplitude, high-frequency extremum seeking control scheme
- Riemannian barycentres of Gibbs distributions: new results on concentration and convexity in compact symmetric spaces
- The recursive variational Gaussian approximation (R-VGA)
- Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
- Superquantiles at work: machine learning applications and efficient subgradient computation
- Inverse reinforcement learning in contextual MDPs
- Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
- Linesearch Newton-CG methods for convex optimization with noise
- A geometric integration approach to nonsmooth, nonconvex optimisation
- Perturbed iterate SGD for Lipschitz continuous loss functions
- Distributed online bandit optimization under random quantization
- Noisy zeroth-order optimization for non-smooth saddle point problems
- One-point gradient-free methods for smooth and non-smooth saddle-point problems
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- Oracle complexity separation in convex optimization
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Efficient unconstrained black box optimization
- Zeroth-order algorithms for stochastic distributed nonconvex optimization
- Improved exploitation of higher order smoothness in derivative-free optimization
- Zeroth-order methods for noisy Hölder-gradient functions
- Gradient-free distributed optimization with exact convergence
- Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
- Spanning attack: reinforce black-box attacks with unlabeled data
- Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint
- Accelerated gradient-free optimization methods with a non-Euclidean proximal operator
- Accelerated directional search with non-Euclidean prox-structure
- Incremental gradient-free method for nonsmooth distributed optimization
- Variable metric random pursuit
- Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
- Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
- A mixed finite differences scheme for gradient approximation
- Zeroth-order feedback optimization for cooperative multi-agent systems
- Bound-constrained global optimization of functions with low effective dimensionality using multiple random embeddings
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- On the computation of equilibria in monotone and potential stochastic hierarchical games
- Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- Optimization of convex functions with random pursuit
- scientific article; zbMATH DE number 5883928 (Why is no real title available?)
- A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
- Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
- Efficient convex optimization with oracles
- Minimization Algorithms for Functions with Random Noise
- Randomized iterative methods for linear systems
- Stochastic model-based minimization of weakly convex functions
- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- A simple randomised algorithm for convex optimisation
- Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
- Stochastic three points method for unconstrained smooth minimization
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- Bandit convex optimization in non-stationary environments
- A Supervised Learning Approach Involving Active Subspaces for an Efficient Genetic Algorithm in High-Dimensional Optimization Problems
- A noise-tolerant quasi-Newton algorithm for unconstrained optimization
- New first-order algorithms for stochastic variational inequalities
- scientific article; zbMATH DE number 7625189 (Why is no real title available?)
- Finite Difference Gradient Approximation: To Randomize or Not?
- Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Zeroth-order stochastic compositional algorithms for risk-aware learning
- Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization
- Zeroth-order regularized optimization (ZORO): approximately sparse gradients and adaptive sampling
- An accelerated method for derivative-free smooth stochastic convex optimization
- A New Likelihood Ratio Method for Training Artificial Neural Networks
- Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex
- Pathological subgradient dynamics
- Black-box reductions for zeroth-order gradient algorithms to achieve lower query complexity
- Tuning of multivariable model predictive controllers through expert bandit feedback
- Derivative-free optimization methods
- Distributed subgradient-free stochastic optimization algorithm for nonsmooth convex functions over time-varying networks
- Direct search based on probabilistic descent
- On the numerical performance of finite-difference-based methods for derivative-free optimization
- Full-low evaluation methods for derivative-free optimization
- Block coordinate type methods for optimization and learning
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- Worst case complexity of direct search under convexity
- Scalable subspace methods for derivative-free nonlinear least-squares optimization
- Zeroth-order optimization with orthogonal random directions
- A trust region method for noisy unconstrained optimization
- Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
- Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs
- Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation
- Zeroth-order algorithms for nonconvex-strongly-concave minimax problems with improved complexities
- A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
- A gradient‐free distributed optimization method for convex sum of nonconvex cost functions
- Robust design optimization for enhancing delamination resistance of composites
- Direct Search Based on Probabilistic Descent in Reduced Spaces
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