Zeroth-order optimization with orthogonal random directions
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Publication:6038668
DOI10.1007/s10107-022-01866-9zbMath1518.90127arXiv2107.03941MaRDI QIDQ6038668
Lorenzo Rosasco, Silvia Villa, Luis Tenorio, 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 programming; stochastic algorithms; random search; derivative-free methods; finite differences approximation; zeroth-order optimization; Polyak-Łojasiewicz inequality
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C56: Derivative-free methods and methods using generalized derivatives