Random gradient-free minimization of convex functions

DOI10.1007/s10208-015-9296-2zbMath1380.90220OpenAlexW2149479912MaRDI QIDQ2397749

Publication date: 23 May 2017

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10208-015-9296-2

zbMATH Keywords

optimization stochastic optimization random methods convex functions complexity bounds derivative-free methods

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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