Random Gradient-Free Minimization of Convex Functions.

Yurii E. Nesterov Vladimir G. Spokoiny

Published in: Found. Comput. Math. (2017)

Keyphrases

convex functions
linear program
objective function
convex programs
exact penalty
dc programming
piecewise linear
convex sets
convex programming
primal dual
linear programming
quasiconvex