Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization

Author:

Bollapragada RaghuORCID,Wild Stefan M.ORCID

Publisher

Springer Science and Business Media LLC

Subject

Software,Theoretical Computer Science

Reference66 articles.

1. Agarwal, A., Dekel, O., Xiao, L.: Optimal algorithms for online convex optimization with multi-point bandit feedback. In: 23rd Conference on Learning Theory, pp. 28–40. (2010). http://www.learningtheory.org/colt2010/conference-website/papers/037agarwal.pdf

2. Audet, C., Dzahini, K.J., Kokkolaras, M., Le Digabel, S.: Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates. Comput. Optim. Appl. 79(1), 1–34 (2021). https://doi.org/10.1007/s10589-020-00249-0

3. Audet, C., Hare, W.L.: Derivative-Free and Blackbox Optimization. Springer, Heidelberg (2017)

4. Balasubramanian, K., Ghadimi, S.: Zeroth-order (non)-convex stochastic optimization via conditional gradient and gradient updates. In: Bengio, S., Wallach, H., Larochelle, H., Grauman, K., Cesa-Bianchi, N., Garnett, R. (eds.) Advances in Neural Information Processing Systems. Curran Associates Inc, New York (2018)

5. Balasubramanian, K., Ghadimi, S.: Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points. Found. Comput. Math. 22, 35–76 (2022). https://doi.org/10.1007/s10208-021-09499-8

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