Small Errors in Random Zeroth-Order Optimization Are Imaginary-Reference-Cited by-同舟云学术

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Small Errors in Random Zeroth-Order Optimization Are Imaginary

Published:2024-07-19 Issue:3 Volume:34 Page:2638-2670
ISSN:1052-6234
Container-title:SIAM Journal on Optimization
language:en
Short-container-title:SIAM J. Optim.

Author:

Jongeneel Wouter¹^ORCID,Yue Man-Chung²^ORCID,Kuhn Daniel¹

Affiliation:

1. Risk Analytics and Optimization Chair, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland.

2. Musketeers Foundation Institute of Data Science and Department of Industrial and Manufacturing Systems Engineering, The University of Hong Kong, Hong Kong.

Funder

Hong Kong Research Grants Council

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference68 articles.

1. On the accuracy of the Complex-Step-Finite-Difference method

2. The complex step approximation to the Fréchet derivative of a matrix function

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