Improved exploitation of higher order smoothness in derivative-free optimization

DOI10.1007/s11590-022-01863-zzbMath1496.90113OpenAlexW4224990512MaRDI QIDQ2162687

Vasilii Novitskii, Alexander V. Gasnikov

Publication date: 9 August 2022

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-022-01863-z

zbMATH Keywords

stochastic optimizationsmoothing kernelconvex problemzeroth-order optimizationone-point oracle

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)

Related Items (2)

Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs ⋮ Accelerated gradient methods with absolute and relative noise in the gradient

Cites Work

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• Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
• Kernel-based methods for bandit convex optimization
• Primal–dual accelerated gradient methods with small-dimensional relaxation oracle
• Derivative-free optimization methods
• Universal intermediate gradient method for convex problems with inexact oracle

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