Random gradient-free minimization of convex functions
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Publication:2397749
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Cited in
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- Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank
- Block coordinate type methods for optimization and learning
- New first-order algorithms for stochastic variational inequalities
- Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
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- Zeroth-order Riemannian averaging stochastic approximation algorithms
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- Federated learning for minimizing nonsmooth convex loss functions
- No-regret learning for repeated non-cooperative games with lossy bandits
- Full-low evaluation methods for derivative-free optimization
- Expected decrease for derivative-free algorithms using random subspaces
- Leveraging randomized smoothing for optimal control of nonsmooth dynamical systems
- Worst-case evaluation complexity of a derivative-free quadratic regularization method
- Global optimization using random embeddings
- Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
- A unified analysis of stochastic gradient‐free Frank–Wolfe methods
- One-point gradient-free methods for smooth and non-smooth saddle-point problems
- Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
- Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
- Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts
- Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
- Coordinate descent methods beyond smoothness and separability
- Zeroth-order stochastic compositional algorithms for risk-aware learning
- Bound-constrained global optimization of functions with low effective dimensionality using multiple random embeddings
- Quadratic regularization methods with finite-difference gradient approximations
- Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
- Retraction-based direct search methods for derivative free Riemannian optimization
- Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
- Convergence guarantees for forward gradient descent in the linear regression model
- Linearly convergent adjoint free solution of least squares problems by random descent
- First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
- On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
- Nonsmooth optimization by Lie bracket approximations into random directions
- On the numerical performance of finite-difference-based methods for derivative-free optimization
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- Finite Difference Gradient Approximation: To Randomize or Not?
- Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization
- A Supervised Learning Approach Involving Active Subspaces for an Efficient Genetic Algorithm in High-Dimensional Optimization Problems
- High probability complexity bounds for adaptive step search based on stochastic oracles
- A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
- Accelerated gradient methods with absolute and relative noise in the gradient
- Tuning of multivariable model predictive controllers through expert bandit feedback
- Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation
- Convergence properties of stochastic proximal subgradient method in solving a class of composite optimization problems with cardinality regularizer
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- Zeroth-order methods for noisy Hölder-gradient functions
- Direct Search Based on Probabilistic Descent in Reduced Spaces
- Robust design optimization for enhancing delamination resistance of composites
- Perturbed iterate SGD for Lipschitz continuous loss functions
- Optimization of convex functions with random pursuit
- On the information-adaptive variants of the ADMM: an iteration complexity perspective
- Worst case complexity of direct search under convexity
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- Distributed online bandit optimization under random quantization
- Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
- Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
- Accelerating reinforcement learning with a directional-Gaussian-smoothing evolution strategy
- A zeroth order method for stochastic weakly convex optimization
- An accelerated directional derivative method for smooth stochastic convex optimization
- Asynchronous gossip-based gradient-free method for multiagent optimization
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