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A Zeroth Order Method for Stochastic Weakly Convex Optimization

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F21%3A00352286" target="_blank" >RIV/68407700:21230/21:00352286 - isvavai.cz</a>

  • Result on the web

    <a href="https://doi.org/10.1007/s10589-021-00313-3" target="_blank" >https://doi.org/10.1007/s10589-021-00313-3</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/s10589-021-00313-3" target="_blank" >10.1007/s10589-021-00313-3</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    A Zeroth Order Method for Stochastic Weakly Convex Optimization

  • Original language description

    In this paper, we consider stochastic weakly convex optimization problems, however without the existence of a stochastic subgradient oracle. We present a derivative free algorithm that uses a two point approximation for computing a gradient estimate of the smoothed function. We prove convergence at a similar rate as state of the art methods, however with a larger constant, and report some numerical results showing the effectiveness of the approach.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Result continuities

  • Project

    <a href="/en/project/EF16_019%2F0000765" target="_blank" >EF16_019/0000765: Research Center for Informatics</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2021

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Computational Optimization and Applications

  • ISSN

    0926-6003

  • e-ISSN

    1573-2894

  • Volume of the periodical

    80

  • Issue of the periodical within the volume

    September

  • Country of publishing house

    CH - SWITZERLAND

  • Number of pages

    23

  • Pages from-to

    731-753

  • UT code for WoS article

    000691934800001

  • EID of the result in the Scopus database

    2-s2.0-85114032255