#stochastic optimization

Foundations of Computational Mathematics - Random Gradient-Free Minimization of Convex Functions #mathematics #convexoptimization #optimization #methods #complexity #bounds

From the journal, Foundations of Computational Mathematics, comes a paper on Random Gradient-Free Minimization of Convex Functions. This paper is free to read (link) through September 2019.

Abstract

In this paper, we prove new complexity bounds for methods of convex optimization based only on computation of the function value. The search directions of our schemes are normally distributed…