Stochastic Three Points Method for Unconstrained Smooth Minimization

El Houcine Bergou, Eduard A. Gorbunov, Peter Richtárik. Stochastic Three Points Method for Unconstrained Smooth Minimization. SIAM Journal on Optimization, 30(4):2726-2749, 2020. [doi]

@article{BergouGR20,
  title = {Stochastic Three Points Method for Unconstrained Smooth Minimization},
  author = {El Houcine Bergou and Eduard A. Gorbunov and Peter Richtárik},
  year = {2020},
  doi = {10.1137/19M1244378},
  url = {https://doi.org/10.1137/19M1244378},
  researchr = {https://researchr.org/publication/BergouGR20},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {30},
  number = {4},
  pages = {2726-2749},
}