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Regular version of the site

Article

Accelerated Gradient-Free Optimization Methods with a Non-Euclidean Proximal Operator

Automation and Remote Control. 2019. Vol. 80. No. 8. P. 1487-1501.
Vorontsova E., Gasnikov A., Dvurechensky P., Gorbunov E.

We propose an accelerated gradient-free method with a non-Euclidean proximal operator associated with the p-norm (1 ⩽ p ⩽ 2). We obtain estimates for the rate of convergence of the method under low noise arising in the calculation of the function value. We present the results of computational experiments.