Noisy zeroth-order optimization for non-smooth saddle point problems
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Publication:2104286
DOI10.1007/978-3-031-09607-5_2OpenAlexW4285199472MaRDI QIDQ2104286
Darina Dvinskikh, Iaroslav Tominin, Vladislav Tominin, Alexander V. Gasnikov
Publication date: 7 December 2022
Full work available at URL: https://doi.org/10.1007/978-3-031-09607-5_2
Minimax problems in mathematical programming (90C47) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
Related Items (3)
Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact ⋮ Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs ⋮ A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
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