Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact

Nikita Kornilov, Alexander Gasnikov, Pavel Dvurechensky, Darina Dvinskikh

Year of publication:	2023
Authors:	Kornilov, Nikita ; Gasnikov, Alexander ; Dvurechensky, Pavel ; Dvinskikh, Darina
Subject:	Derivative-free optimization \| Gradient clipping \| Heavy tails \| Non-smooth problems \| Stochastic mirror descent \| Stochastic optimization \| Zeroth-order optimization \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Mathematische Optimierung \| Mathematical programming \| Portfolio-Management \| Portfolio selection \| Statistische Verteilung \| Statistical distribution

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