most citedRandomized Derivative-Free Optimization of Noisy Convex Functions

4 citations · 4 across the 1 of their papers we have counts for

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1 paper

math.OC2015★ 4 cited

Randomized Derivative-Free Optimization of Noisy Convex Functions

Ruobing Chen, Stefan Wild

We propose STARS, a randomized derivative-free algorithm for unconstrained optimization when the function evaluations are contaminated with random noise. STARS takes dynamic, noise…