In this project, we will implement three papers:
- An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization
- Randomized Derivative-Free Optimization of Noisy Convex Functions
- Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming
Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming has first-order method and is for nonconvex functions, but convex functions under its method will converge faster. And we only focus on zeroth-order method of this paper.