Cover Image

Computation of Generalized Derivatives for Abs-Smooth Functions by Backward Mode Algorithmic Differentiation and Implications to Deep Learning

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Baumgärtner, Lukas, Bethke, Franz
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 90C56, 65D25
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A general framework for floating point error analysis of simplex derivatives
by: Chen, Yiwen, et al.
Published: (2024)

Approximating Higher-Order Derivative Tensors Using Secant Updates
by: Welzel, Karl, et al.
Published: (2023)

Gaussian smoothing gradient descent for minimizing functions (GSmoothGD)
by: Starnes, Andrew, et al.
Published: (2023)

Small errors in random zeroth-order optimization are imaginary
by: Jongeneel, Wouter, et al.
Published: (2021)

BUP-TR: Bayesian Underdetermined Projection Trust-Region Methods for Derivative-Free Optimization
by: Hu, Wei, et al.
Published: (2026)

$Q$-fully Quadratic Modeling and its Application in a Random Subspace Derivative-free Method
by: Chen, Yiwen, et al.
Published: (2023)

Nonlinear Derivative-free Constrained Optimization with a Penalty-Interior Point Method and Direct Search
by: Brilli, Andrea, et al.
Published: (2024)

PDFO: A Cross-Platform Package for Powell's Derivative-Free Optimization Solvers
by: Ragonneau, Tom M., et al.
Published: (2023)

A New Two-dimensional Model-based Subspace Method for Large-scale Unconstrained Derivative-free Optimization: 2D-MoSub
by: Xie, Pengcheng, et al.
Published: (2023)

An interior point method for nonlinear constrained derivative-free optimization
by: Brilli, Andrea, et al.
Published: (2021)

MATRO: Metric-Aware Trust-Region Optimization with Fully Quadratic Models
by: Hu, Wei, et al.
Published: (2026)

CLARSTA: A random subspace trust-region algorithm for convex-constrained derivative-free optimization
by: Chen, Yiwen, et al.
Published: (2025)

Performance Estimation for Smooth and Strongly Convex Sets
by: Luner, Alan, et al.
Published: (2024)

Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
by: Huang, Hui, et al.
Published: (2024)

Curvature-Aware Derivative-Free Optimization
by: Kim, Bumsu, et al.
Published: (2021)

An Optimal Interpolation Set for Model-Based Derivative-Free Optimization Methods
by: Ragonneau, Tom M., et al.
Published: (2023)

Inexact Proximal Point Algorithms for Zeroth-Order Global Optimization
by: Zhang, Minxin, et al.
Published: (2024)

Accuracy and Relationships of Quadratic Models in Derivative-free Optimization
by: Chen, Yiwen, et al.
Published: (2026)

Derivative-free stochastic bilevel optimization for inverse problems
by: Staudigl, Mathias, et al.
Published: (2024)

Multivariate approximation by polynomial and generalised rational functions
by: Millán, R. Díaz, et al.
Published: (2021)

Steering exact penalty DCA for nonsmooth DC optimization problems with equality and inequality constraints
by: Dolgopolik, M. V.
Published: (2021)

A Unified Zeroth-Order Proximal Newton-Type Framework for Composite Optimization
by: Liu, Zekun, et al.
Published: (2026)

Strong Global Convergence of the Consensus-Based Optimization Algorithm
by: Bonandin, Sabrina, et al.
Published: (2025)

On Complexity of Model-Based Derivative-Free Methods
by: Chaudhry, Abraar, et al.
Published: (2025)

General Optimal Step-size for ADMM-type Algorithms: Domain Parametrization and Optimal Rates
by: Ran, Yifan
Published: (2023)

Privacy-Preserving Black-Box Optimization (PBBO): Theory and the Model-Based Algorithm DFOp
by: Xie, Pengcheng
Published: (2025)

Convergence rate of the (1+1)-evolution strategy on locally strongly convex functions with lipschitz continuous gradient
by: Morinaga, Daiki, et al.
Published: (2022)

Revisiting the Geometrically Decaying Step Size: Linear Convergence for Smooth or Non-Smooth Functions
by: Kim, Jihun
Published: (2025)

A novel numerical method tailored for unconstrained optimization problems
by: Li, Lin, et al.
Published: (2025)

Trust-region filter algorithms utilizing Hessian information for gray-box optimization
by: Hameed, Gul, et al.
Published: (2025)

A Structured Proximal Stochastic Variance Reduced Zeroth-order Algorithm
by: Rando, Marco, et al.
Published: (2025)

Spectral conjugate gradient projection methods for large-scale monotone equations without Lipschitz continuity
by: Hamiss, Kabenge, et al.
Published: (2026)

Fast Frank--Wolfe Algorithms with Adaptive Bregman Step-Size for Weakly Convex Functions
by: Takahashi, Shota, et al.
Published: (2025)

Nonsmooth Projection-Free Optimization with Functional Constraints
by: Asgari, Kamiar, et al.
Published: (2023)

Bregman Stochastic Proximal Point Algorithm with Variance Reduction
by: Traoré, Cheik, et al.
Published: (2025)

Strong Convergence of Relaxed Inertial Inexact Progressive Hedging Algorithm for Multi-stage Stochastic Variational Inequality Problems
by: Chen, Jiaxin, et al.
Published: (2024)

Derivative-Free Bilevel Optimization with Inexact Lower-Level Solutions
by: Cesaroni, Edoardo, et al.
Published: (2026)

Wall-Clock Complexity for Zeroth-Order Optimization with Tunable Oracle Fidelity
by: Suvorikova, Alexandra, et al.
Published: (2026)

Global optimization of multivariable functions satisfying the Vanderbei condition
by: Arutyunova, Natalya, et al.
Published: (2019)

Relaxed and inertial nonlinear Forward-Backward algorithm
by: Maulén, Juan José, et al.
Published: (2025)