Sequential stochastic blackbox optimization with zeroth-order gradient estimators
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential stochastic optimization (SSO), i.e., the original problem is dec...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-09-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20231321?viewType=HTML |