@article{cai2022zoro, title = {Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling}, author = {Cai, HanQin and McKenzie, Daniel and Yin, Wotao and Zhang, Zhenliang}, journal = {SIAM Journal on Optimization}, volume = {32}, number = {2}, pages = {687--714}, year = {2022} }