Soumia Boucherouite

Minibatch Stochastic Three Points Method for Unconstrained Smooth Minimization

We present a new zero-order optimization method called Minibatch Stochastic Three Points (MiSTP), specifically designed to solve stochastic unconstrained minimization problems when only an approximate evaluation of the objective function is possible. MiSTP is an extension of the Stochastic Three Poi…