Code accompanying the paper Fully Adaptive Zeroth-Order Method for Minimizing Functions with Compressible Gradients by Daniel McKenzie and Geovani Nunes Grapiglia.
This repository is completely self-contained. Assuming you have MATLAB, you do not need to install anything else.
The proposed algorithm ZORO-FA, as well as various ZORO benchmark algorithms, are contained in src/ZORO-FA-Matlab. Other benchmark algorithms are contained in src/Benchmark-algorithms. Code to replicate both experiments included in the paper is contained in src/experiments.
If you find this code useful, please consider citing our paper.