2 papers
math.OC2025
On the Convergence and Complexity of the Stochastic Central Finite-Difference Based Gradient Estimation Methods
Raghu Bollapragada, Cem Karamanli
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-differe…
math.OC2024
Derivative-Free Optimization via Adaptive Sampling Strategies
Raghu Bollapragada, Cem Karamanli, Stefan M. Wild
In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation…