Randomized gradient-free methods in convex optimization
From MaRDI portal
Abstract: This review presents modern gradient-free methods to solve convex optimization problems. By gradient-free methods, we mean those that use only (noisy) realizations of the objective value. We are motivated by various applications where gradient information is prohibitively expensive or even unavailable. We mainly focus on three criteria: oracle complexity, iteration complexity, and the maximum permissible noise level.
This page was built for publication: Randomized gradient-free methods in convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6507146)
