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This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…

Optimization and Control · Mathematics 2023-08-15 Charles Audet , Jean Bigeon , Romain Couderc , Michael Kokkolaras

Minimax optimization plays a key role in adversarial training of machine learning algorithms, such as learning generative models, domain adaptation, privacy preservation, and robust learning. In this paper, we demonstrate the failure of…

Machine Learning · Computer Science 2018-06-08 Jihun Hamm , Yung-Kyun Noh

This paper is devoted to the study of the solution of a stochastic convex black box optimization problem. Where the black box problem means that the gradient-free oracle only returns the value of objective function, not its gradient. We…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Lobanov

$\ell_0$ constrained optimization is prevalent in machine learning, particularly for high-dimensional problems, because it is a fundamental approach to achieve sparse learning. Hard-thresholding gradient descent is a dominant technique to…

Machine Learning · Computer Science 2024-03-19 William de Vazelhes , Hualin Zhang , Huimin Wu , Xiao-Tong Yuan , Bin Gu

In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…

Machine Learning · Statistics 2022-04-06 Zhongruo Wang , Krishnakumar Balasubramanian , Shiqian Ma , Meisam Razaviyayn

In this study, we investigate the problem of min-max continuous optimization in a black-box setting $\min_{x} \max_{y}f(x,y)$. A popular approach updates $x$ and $y$ simultaneously or alternatingly. However, two major limitations have been…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Atsuhiro Miyagi , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

Recently, researchers have discovered that the state-of-the-art object classifiers can be fooled easily by small perturbations in the input unnoticeable to human eyes. It is also known that an attacker can generate strong adversarial…

Machine Learning · Computer Science 2018-06-28 Jihun Hamm , Akshay Mehra

Recent applications in machine learning have renewed the interest of the community in min-max optimization problems. While gradient-based optimization methods are widely used to solve such problems, there are however many scenarios where…

Optimization and Control · Mathematics 2021-04-15 Sotiris Anagnostidis , Aurelien Lucchi , Youssef Diouane

We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization,…

Optimization and Control · Mathematics 2016-02-17 Sébastien Bubeck , Yin-Tat Lee

Molecule optimization is an important problem in chemical discovery and has been approached using many techniques, including generative modeling, reinforcement learning, genetic algorithms, and much more. Recent work has also applied…

Biomolecules · Quantitative Biology 2022-10-31 Elvin Lo , Pin-Yu Chen

Interest in stochastic zeroth-order (SZO) methods has recently been revived in black-box optimization scenarios such as adversarial black-box attacks to deep neural networks. SZO methods only require the ability to evaluate the objective…

Machine Learning · Statistics 2020-11-11 Mayumi Ohta , Nathaniel Berger , Artem Sokolov , Stefan Riezler

The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In…

Optimization and Control · Mathematics 2024-08-23 Zhihao Gu , Zi Xu

This paper is devoted to the study (common in many applications) of the black-box optimization problem, where the black-box represents a gradient-free oracle $\tilde{f} = f(x) + \xi$ providing the objective function value with some…

Optimization and Control · Mathematics 2024-07-08 Aleksandr Lobanov

Zeroth-order (ZO) optimization has emerged as a promising alternative to gradient-based backpropagation methods, particularly for black-box optimization and large language model (LLM) fine-tuning. However, ZO methods often suffer from slow…

Machine Learning · Computer Science 2025-05-26 Sihwan Park , Jihun Yun , SungYub Kim , Souvik Kundu , Eunho Yang

We propose a zero-order optimization method for sequential min-max problems based on two populations of interacting particles. The systems are coupled so that one population aims to solve the inner maximization problem, while the other aims…

Optimization and Control · Mathematics 2024-07-25 Giacomo Borghi , Hui Huang , Jinniao Qiu

The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

In this paper, we study the black box optimization problem under the Polyak--Lojasiewicz (PL) condition, assuming that the objective function is not just smooth, but has higher smoothness. By using "kernel-based" approximation instead of…

Optimization and Control · Mathematics 2023-11-29 Aleksandr Lobanov , Alexander Gasnikov , Fedor Stonyakin

Despite the great achievements of the modern deep neural networks (DNNs), the vulnerability/robustness of state-of-the-art DNNs raises security concerns in many application domains requiring high reliability. Various adversarial attacks are…

Machine Learning · Computer Science 2020-02-20 Pu Zhao , Pin-Yu Chen , Siyue Wang , Xue Lin

Min-max optimization arises in many domains such as game theory, adversarial machine learning, etc. For these problems, gradient-based methods are well understood and enjoy strong guarantees. However, in the absence of convexity or…

Optimization and Control · Mathematics 2026-05-26 Chinmay Maheshwari , Chinmay Pimpalkhare , Debasish Chatterjee