402 citations
- Alibaba Group (China)CN60 papers
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Showing 2020 · math.OCShow all
3 papers · 2 filters
math.OC2020★ 3 cited
Hessian Inverse Approximation as Covariance for Random Perturbation in Black-Box Problems
Jingyi Zhu
In stochastic optimization problems using noisy zeroth-order (ZO) oracles only, the randomized counterpart of the Kiefer-Wolfowitz-type method is widely used to estimate the gradie…
math.OC2020★ 4 cited
Near-Optimal Primal-Dual Algorithms for Quantity-Based Network Revenue Management
Rui Sun, Xinshang Wang, Zijie Zhou
We study the canonical quantity-based network revenue management (NRM) problem where the decision-maker must irrevocably accept or reject each arriving customer request with the go…
math.OC2020★ 10 cited
A One-bit, Comparison-Based Gradient Estimator
HanQin Cai, Daniel Mckenzie, Wotao Yin +1
We study zeroth-order optimization for convex functions where we further assume that function evaluations are unavailable. Instead, one only has access to a $\textit{comparison ora…