Zeroth-order random subspace algorithm for non-smooth convex optimization

DOI10.1007/S10957-024-02561-9MaRDI QIDQ7022485zbMATH OpenFDO

Authors Ryota Nozawa, Pierre-Louis Poirion, Akiko Takeda

Publication date 25 February 2025

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-024-02561-9

zbMATH Keywords

convex optimizationoracle complexityrandom projectionzeroth-order optimization

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Random matrices (probabilistic aspects) (60B20) Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Cites work

• A stochastic subspace approach to gradient-free optimization in high dimensions
• An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback
• Convex functions and their applications. A contemporary approach
• Derivative-free optimization methods
• Direct search based on probabilistic descent
• Direct Search Based on Probabilistic Descent in Reduced Spaces
• Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex
• High-dimensional probability. An introduction with applications in data science
• scientific article; zbMATH DE number 2002582 (Why is no real title available?)
• Kernel-based Methods for Bandit Convex Optimization
• Local operator theory, random matrices and Banach spaces.
• Optimal Rates for Zero-Order Convex Optimization: The Power of Two Function Evaluations
• Random gradient-free minimization of convex functions
• Randomized smoothing for stochastic optimization
• Scalable subspace methods for derivative-free nonlinear least-squares optimization
• The moments of products of quadratic forms in normal variables
• Zeroth-order optimization with orthogonal random directions

Cited in

(1)

• Quasi-Newton method with subspace gradients

This page was built for publication: Zeroth-order random subspace algorithm for non-smooth convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7022485)