Zero-Order and Stochastic Methods for Large-Scale Optimization

Project: Research project

Project Details

Description

The goal of this proposal is to develop new algorithms for stochastic optimization problems, such as those arising in machine learning, statistics and black-box simulations. It consists of three interrelated projects encompassing algorithm design, convergence analysis, and numerical testing on realistic applications.
StatusActive
Effective start/end date8/1/207/31/23

Funding

  • National Science Foundation (DMS-2011494)

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