Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points

DOI10.1007/s10208-021-09499-8MaRDI QIDQ2696568

Saeed Ghadimi, Krishnakumar Balasubramanian

Publication date: 14 April 2023

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

Full work available at URL: https://arxiv.org/abs/1809.06474

zbMATH Keywords

stochastic optimization; nonconvex optimization; Newton method; complexity bounds; conditional gradient methods; zeroth-order methods

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C26: Nonconvex programming, global optimization

90C56: Derivative-free methods and methods using generalized derivatives

49M15: Newton-type methods

90C15: Stochastic programming

Uses Software

• Spearmint