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In this paper, we design and analyze a new zeroth-order online algorithm, namely, the zeroth-order online alternating direction method of multipliers (ZOO-ADMM), which enjoys dual advantages of being gradient-free operation and employing…

Machine Learning · Statistics 2018-02-20 Sijia Liu , Jie Chen , Pin-Yu Chen , Alfred O. Hero

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

Optimization and Control · Mathematics 2018-02-27 Saman Cyrus , Bin Hu , Bryan Van Scoy , Laurent Lessard

Zeroth-order (ZO) optimization is indispensable for complex non-convex tasks where explicit gradients are computationally prohibitive or strictly inaccessible. For deploying ZO methods over distributed heterogeneous networks, the gradient…

Optimization and Control · Mathematics 2026-04-24 Yanxu Su , Xiaorui Tong , Changyin Sun

In this paper, we consider an unconstrained stochastic optimization problem where the objective function exhibits high-order smoothness. Specifically, we propose a new stochastic first-order method (SFOM) with multi-extrapolated momentum,…

Optimization and Control · Mathematics 2025-04-09 Chuan He

Objective functions in large-scale machine-learning and artificial intelligence applications often live in high dimensions with strong non-convexity and massive local minima. First-order methods, such as the stochastic gradient method and…

Optimization and Control · Mathematics 2020-12-10 Jingrun Chen , Shi Jin , Liyao Lyu

We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…

Optimization and Control · Mathematics 2024-07-10 Chris Junchi Li

We investigate accelerated zeroth-order algorithms for smooth composite convex optimization problems. While for unconstrained optimization, existing methods that merge 2-point zeroth-order gradient estimators with first-order frameworks…

Optimization and Control · Mathematics 2024-07-15 Silan Zhang , Yujie Tang

Zeroth-order (ZO) optimization is a subset of gradient-free optimization that emerges in many signal processing and machine learning applications. It is used for solving optimization problems similarly to gradient-based methods. However, it…

Machine Learning · Computer Science 2020-06-23 Sijia Liu , Pin-Yu Chen , Bhavya Kailkhura , Gaoyuan Zhang , Alfred Hero , Pramod K. Varshney

In this paper, we provide near-optimal accelerated first-order methods for minimizing a broad class of smooth nonconvex functions that are strictly unimodal on all lines through a minimizer. This function class, which we call the class of…

Optimization and Control · Mathematics 2023-02-27 Oliver Hinder , Aaron Sidford , Nimit S. Sohoni

Zeroth-order methods are extensively used in machine learning applications where gradients are infeasible or expensive to compute, such as black-box attacks, reinforcement learning, and language model fine-tuning. Existing optimization…

Machine Learning · Computer Science 2025-11-12 Liang Zhang , Bingcong Li , Kiran Koshy Thekumparampil , Sewoong Oh , Michael Muehlebach , Niao He

In this work, we focus on the study of stochastic zeroth-order (ZO) optimization which does not require first-order gradient information and uses only function evaluations. The problem of ZO optimization has emerged in many recent machine…

Machine Learning · Statistics 2020-12-22 Pranay Sharma , Kaidi Xu , Sijia Liu , Pin-Yu Chen , Xue Lin , Pramod K. Varshney

In this paper, we study the problem of constrained robust (min-max) optimization ina black-box setting, where the desired optimizer cannot access the gradients of the objective function but may query its values. We present a principled…

Machine Learning · Computer Science 2020-06-18 Sijia Liu , Songtao Lu , Xiangyi Chen , Yao Feng , Kaidi Xu , Abdullah Al-Dujaili , Minyi Hong , Una-May O'Reilly

We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model. To this day, Nesterov's Accelerated Gradient Descent (AGD) and variations…

Optimization and Control · Mathematics 2018-02-13 Jelena Diakonikolas , Lorenzo Orecchia

This paper introduces a class of model-free feedback methods for solving generic constrained optimization problems where the specific mathematical forms of the objective and constraint functions are not available. The proposed methods,…

Optimization and Control · Mathematics 2025-02-13 Xin Chen , Jorge I. Poveda , Na Li

Zeroth-order methods have become important tools for solving problems where we have access only to function evaluations. However, the zeroth-order methods only using gradient approximations are $n$ times slower than classical first-order…

Optimization and Control · Mathematics 2022-02-10 Erik Berglund , Sarit Khirirat , Xiaoyu Wang

Zeroth-order (ZO) optimization has become increasingly popular and important in fine-tuning large language models (LLMs), especially on edge devices due to its ability to adjust the model to local data without the need for memory-intensive…

Machine Learning · Computer Science 2026-05-18 Jiahe Chen , Ziye Ma

We investigate the effectiveness of adaptive zeroth-order (ZO) optimization for memory-constrained fine-tuning of large language models (LLMs). Contrary to prior claims, we show that adaptive ZO methods such as ZO-Adam offer no convergence…

Machine Learning · Computer Science 2026-05-06 Hassan Dbouk , Nidham Gazagnadou , Matthias Reisser , Christos Louizos

As application demands for zeroth-order (gradient-free) optimization accelerate, the need for variance reduced and faster converging approaches is also intensifying. This paper addresses these challenges by presenting: a) a comprehensive…

Machine Learning · Computer Science 2018-06-08 Sijia Liu , Bhavya Kailkhura , Pin-Yu Chen , Paishun Ting , Shiyu Chang , Lisa Amini

We propose stochastic optimization algorithms that can find local minima faster than existing algorithms for nonconvex optimization problems, by exploiting the third-order smoothness to escape non-degenerate saddle points more efficiently.…

Optimization and Control · Mathematics 2017-12-19 Yaodong Yu , Pan Xu , Quanquan Gu

Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the…

Optimization and Control · Mathematics 2023-04-24 Feihu Huang , Songcan Chen