A Gaussian smoothing-based zeroth-order method for Goldstein second-order stationarity

Ming Lei, Ting Kei Pong, Man-Chung Yue +2

We introduce a new generalized Hessian, called the Goldstein second-order $\delta$-subdifferential, and an associated notion of $({\epsilon }_1,{\epsilon }_2,\delta )$-second-order stationary point for continuou…