Zeroth-order optimization with orthogonal random directions
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Publication:6038668
DOI10.1007/s10107-022-01866-9zbMath1518.90127arXiv2107.03941OpenAlexW3181693521WikidataQ114228475 ScholiaQ114228475MaRDI QIDQ6038668
Lorenzo Rosasco, Luis Tenorio, Silvia Villa, Cesare Molinari, David Kozak
Publication date: 2 May 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.03941
convex programmingstochastic algorithmsrandom searchderivative-free methodsfinite differences approximationzeroth-order optimizationPolyak-Łojasiewicz inequality
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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