14 citations · 37 across the 7 of their papers we have counts for
3 papers · 1 filter
Perspective Functions: Proximal Calculus and Applications in High-Dimensional Statistics
Patrick L. Combettes, Christian L. Müller
Perspective functions arise explicitly or implicitly in various forms in applied mathematics and in statistical data analysis. To date, no systematic strategy is available to solve…
Variable Metric Random Pursuit
Sebastian U. Stich, Christian L. Müller, Bernd Gärtner
We consider unconstrained randomized optimization of smooth convex objective functions in the gradient-free setting. We analyze Random Pursuit (RP) algorithms with fixed (F-RP) and…
Optimization of Convex Functions with Random Pursuit
Sebastian U. Stich, Christian L. Müller, Bernd Gärtner
We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the…