Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality and Saddle-Points

DOI10.1007/S10208-021-09499-8zbMath1516.90056arXiv1809.06474MaRDI QIDQ6306857

Saeed Ghadimi, Krishnakumar Balasubramanian

Publication date: 17 September 2018

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Newton-type methods (49M15) Stochastic programming (90C15)

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