Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
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Publication:6060544
DOI10.1007/s10287-023-00470-2arXiv2304.02442MaRDI QIDQ6060544
A. V. Gasnikov, Darina Dvinskikh, Pavel Dvurechensky, Nikita Kornilov
Publication date: 3 November 2023
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.02442
stochastic optimizationheavy tailsderivative-free optimizationnon-smooth problemszeroth-order optimizationgradient clippingstochastic mirror descent
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