Gradient-Based Algorithms for Zeroth-Order Optimization Foundations and Trends in Optimization, Vol. 8: No. 1–3, pp 1-332, 2025 [Book page (NOW publishers)], [published version (~300MB)] [pre-publication copy] [Buy on Amazon]
Simultaneous Perturbation Methods
Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods Series: Lecture Notes in Control and Information Sciences, Vol. 434, 302 pages, 2013 [Flyer] [Springer book page] [Read online on SpringerLink] [Front Matter (Preface + TOC)] [Sample Chapter (Introduction)] [Buy on Amazon]