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Zeroth-Order Nonconvex Stochastic Optimization: Handling Constraints, High Dimensionality, and Saddle Points

Krishnakumar Balasubramanian, Saeed Ghadimi. Zeroth-Order Nonconvex Stochastic Optimization: Handling Constraints, High Dimensionality, and Saddle Points. Foundations of Computational Mathematics, 22(1):35-76, 2022. [doi]

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