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In this paper, we consider the optimisation of a time varying scalar field by a network of agents with no gradient information. We propose a composite control law, blending extremum seeking with formation control in order to converge to the…

Optimization and Control · Mathematics 2025-01-30 Elad Michael , Chris Manzie , Tony A. Wood , Daniel Zelazo , Iman Shames

The application of a zeroth-order scheme for minimising Polyak-\L{}ojasewicz (PL) functions is considered. The framework is based on exploiting a random oracle to estimate the function gradient. The convergence of the algorithm to a global…

Optimization and Control · Mathematics 2025-04-07 Amir Ali Farzin , Iman Shames

We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…

Optimization and Control · Mathematics 2024-01-09 Xinran Zheng , Tara Javidi , Behrouz Touri

This paper investigates distributed zeroth-order feedback optimization in multi-agent systems with coupled constraints, where each agent operates its local action vector and observes only zeroth-order information to minimize a global cost…

Optimization and Control · Mathematics 2024-10-17 Yingpeng Duan , Yujie Tang

We study a class of cooperative multi-agent optimization problems, where each agent is associated with a local action vector and a local cost, and the goal is to cooperatively find the joint action profile that minimizes the average of the…

Optimization and Control · Mathematics 2021-02-24 Yujie Tang , Zhaolin Ren , Na Li

We propose and analyze a randomized zeroth-order approach based on approximating the exact gradient byfinite differences computed in a set of orthogonal random directions that changes with each iteration. A number ofpreviously proposed…

Optimization and Control · Mathematics 2021-11-16 David Kozak , Cesare Molinari , Lorenzo Rosasco , Luis Tenorio , Silvia Villa

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper focuses on analysing the performance of first-order gradient-based optimisation algorithms, gradient descent and…

Optimization and Control · Mathematics 2022-12-08 Behnam Mafakheri , Iman Shames , Jonathan H. Manton

In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…

Optimization and Control · Mathematics 2019-02-22 Davood Hajinezhad , Mingyi Hong , Alfredo Garcia

Zeroth-order optimization is the process of minimizing an objective $f(x)$, given oracle access to evaluations at adaptively chosen inputs $x$. In this paper, we present two simple yet powerful GradientLess Descent (GLD) algorithms that do…

Machine Learning · Computer Science 2020-05-20 Daniel Golovin , John Karro , Greg Kochanski , Chansoo Lee , Xingyou Song , Qiuyi Zhang

In this paper, we study the distributed optimization problem using approximate first-order information. We suppose the agent can repeatedly call an inexact first-order oracle of each individual objective function and exchange information…

Optimization and Control · Mathematics 2022-08-26 Kui Zhu , Yichen Zhang , Yutao Tang

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson

In this paper, we propose a distributed zeroth-order policy optimization method for Multi-Agent Reinforcement Learning (MARL). Existing MARL algorithms often assume that every agent can observe the states and actions of all the other agents…

Machine Learning · Computer Science 2023-06-21 Yan Zhang , Michael M. Zavlanos

We present a hybrid systems framework for distributed multi-agent optimization in which agents execute computations in continuous time and communicate in discrete time. The optimization algorithm is analogous to a continuous-time form of…

Optimization and Control · Mathematics 2026-03-17 Katherine R. Hendrickson , Dawn M. Hustig-Schultz , Matthew T. Hale , Ricardo G. Sanfelice

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

This work studies minimization problems with zero-order noisy oracle information under the assumption that the objective function is highly smooth and possibly satisfies additional properties. We consider two kinds of zero-order projected…

Statistics Theory · Mathematics 2023-06-06 Arya Akhavan , Evgenii Chzhen , Massimiliano Pontil , Alexandre B. Tsybakov

We address the problem of zero-order optimization from noisy observations for an objective function satisfying the Polyak-{\L}ojasiewicz or the strong convexity condition. Additionally, we assume that the objective function has an additive…

Machine Learning · Statistics 2025-09-03 Arya Akhavan , Alexandre B. Tsybakov

In the learning to learn (L2L) framework, we cast the design of optimization algorithms as a machine learning problem and use deep neural networks to learn the update rules. In this paper, we extend the L2L framework to zeroth-order (ZO)…

Machine Learning · Computer Science 2020-02-10 Yangjun Ruan , Yuanhao Xiong , Sashank Reddi , Sanjiv Kumar , Cho-Jui Hsieh

In this paper, we consider the composite optimization problem, where the objective function integrates a continuously differentiable loss function with a nonsmooth regularization term. Moreover, only the function values for the…

Optimization and Control · Mathematics 2024-01-09 Shanglin Liu , Lei Wang , Nachuan Xiao , Xin Liu

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

Due to its applications in many different places in machine learning and other connected engineering applications, the problem of minimization of a smooth function that satisfies the Polyak-{\L}ojasiewicz condition receives much attention…

Optimization and Control · Mathematics 2022-12-09 Ilya A. Kuruzov , Fedor S. Stonyakin , Mohammad S. Alkousa
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