Optimization of Smooth Functions With Noisy Observations: Local Minimax Rates

DOI10.1109/TIT.2019.2921985zbMath1433.90197arXiv1803.08586OpenAlexW2951628224MaRDI QIDQ5211509

Sivaraman Balakrishnan, Aarti Singh, Yining Wang

Publication date: 28 January 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.08586

zbMATH Keywords

global optimizationunknown non-convex smooth function with noisy zeroth-order feedback

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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