A Mixed Finite Differences Scheme for Gradient Approximation
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DOI: 10.1007/s10957-021-01994-w
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- Yurii NESTEROV & Vladimir SPOKOINY, 2017. "Random gradient-free minimization of convex functions," LIDAM Reprints CORE 2851, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Keywords
Gradient approximation; Filtered derivative; Derivative free optimization;All these keywords.
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