Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
Year of publication: |
2023
|
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Authors: | Kornilov, Nikita ; Gasnikov, Alexander ; Dvurechensky, Pavel ; Dvinskikh, Darina |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 37, p. 1-43
|
Subject: | Derivative-free optimization | Gradient clipping | Heavy tails | Non-smooth problems | Stochastic mirror descent | Stochastic optimization | Zeroth-order optimization | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
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