Stochastic Three Points Method for Unconstrained Smooth Minimization

DOI10.1137/19M1244378zbMath1451.90150arXiv1902.03591OpenAlexW3090853514MaRDI QIDQ4971022

Peter Richtárik, Eduard Gorbunov, El Houcine Bergou

Publication date: 8 October 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.03591

zbMATH Keywords

derivative-free optimizationdeterministic direct searchunconstrained smooth minimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Randomized algorithms (68W20)

Related Items (10)

Efficient unconstrained black box optimization ⋮ Zeroth-order algorithms for stochastic distributed nonconvex optimization ⋮ Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling ⋮ Scalable subspace methods for derivative-free nonlinear least-squares optimization ⋮ Direct Search Based on Probabilistic Descent in Reduced Spaces ⋮ Global optimization using random embeddings ⋮ Quadratic regularization methods with finite-difference gradient approximations ⋮ Worst-case evaluation complexity of a derivative-free quadratic regularization method ⋮ Recent Theoretical Advances in Non-Convex Optimization ⋮ Worst-case complexity bounds of directional direct-search methods for multiobjective optimization

Uses Software

• minpack

Cites Work

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