Zeroth-order randomized block methods for constrained minimization of expectation-valued Lipschitz continuous functions

We consider the minimization of an L_0-Lipschitz continuous and expectation-valued function, denoted by f and defined as f(x)\triangleq \mathbb{E}[\tilde{f}(x,\omega)], over a Cartesian product of closed and convex sets with a view towards obtaining both asymptotics as well as rate and complexity guarantees for computing an approximate stationary point (in a... Show more