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In the framework of real Hilbert spaces we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator $V$. The starting poin is a…

Optimization and Control · Mathematics 2024-02-23 Radu Ioan Bot , Ernö Robert Csetnek , Dang-Khoa Nguyen

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

Fine-tuning language models (LMs) with the Adam optimizer often demands excessive memory, limiting accessibility. The "in-place" version of Stochastic Gradient Descent (IP-SGD) and Memory-Efficient Zeroth-order Optimizer (MeZO) have been…

Machine Learning · Computer Science 2024-10-10 Zeman Li , Xinwei Zhang , Peilin Zhong , Yuan Deng , Meisam Razaviyayn , Vahab Mirrokni

We study the acceleration of steady-state computation for microflow, which is modeled by the high-order moment models derived recently from the steady-state Boltzmann equation with BGK-type collision term. By using the lower-order model…

Numerical Analysis · Mathematics 2016-11-23 Zhicheng Hu , Ruo Li , Zhonghua Qiao

Fine-tuning large language models (LLMs) has achieved remarkable success across various NLP tasks, but the substantial memory overhead during backpropagation remains a critical bottleneck, especially as model scales grow. Zeroth-order (ZO)…

Computation and Language · Computer Science 2026-01-09 Feihu Jin , Shipeng Cen , Ying Tan

In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional…

Optimization and Control · Mathematics 2022-08-16 Weijia Shao , Sahin Albayrak

In this paper, we propose two new solution schemes to solve the stochastic strongly monotone variational inequality problems: the stochastic extra-point solution scheme and the stochastic extra-momentum solution scheme. The first one is a…

Optimization and Control · Mathematics 2021-07-20 Kevin Huang , Shuzhong Zhang

We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…

Optimization and Control · Mathematics 2015-10-27 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

Large language models (LLMs) have brought about significant transformations in human society. Among the crucial computations in LLMs, the softmax unit holds great importance. Its helps the model generating a probability distribution on…

Machine Learning · Computer Science 2023-07-18 Yichuan Deng , Zhihang Li , Sridhar Mahadevan , Zhao Song

Zeroth-order optimization aims to minimize an objective function using only function evaluations, and is therefore fundamental in black-box optimization, hyperparameter tuning, bandit learning, and adversarial machine learning. While…

Optimization and Control · Mathematics 2026-04-28 Haishan Ye

First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…

Optimization and Control · Mathematics 2021-01-07 Pavel Dvurechensky , Mathias Staudigl , Shimrit Shtern

Zeroth-order optimization, which does not use derivative information, is one of the significant research areas in the field of mathematical optimization and machine learning. Although various studies have explored zeroth-order algorithms,…

Optimization and Control · Mathematics 2024-07-16 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

We propose a new framework to design and analyze accelerated methods that solve general monotone equation (ME) problems $F(x)=0$. Traditional approaches include generalized steepest descent methods and inexact Newton-type methods. If $F$ is…

Optimization and Control · Mathematics 2024-07-22 Tianyi Lin , Michael. I. Jordan

Global optimization of a non-convex objective function often appears in large-scale machine-learning and artificial intelligence applications. Recently, consensus-based optimization (in short CBO) methods have been introduced as one of the…

Optimization and Control · Mathematics 2019-10-21 Seung-Yeal Ha , Shi Jin , Doheon Kim

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

Optimization and Control · Mathematics 2026-03-10 Yangming Zhang , Yongyang Xiong , Jinming Xu , Keyou You , Yang Shi

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Optimization and Control · Mathematics 2025-12-17 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

This paper is devoted to solving a convex stochastic optimization problem in a overparameterization setup for the case where the original gradient computation is not available, but an objective function value can be computed. For this class…

Optimization and Control · Mathematics 2024-02-14 Aleksandr Lobanov , Alexander Gasnikov

This paper proposes an accelerated proximal point method for maximally monotone operators. The proof is computer-assisted via the performance estimation problem approach. The proximal point method includes various well-known convex…

Optimization and Control · Mathematics 2021-03-25 Donghwan Kim

Incentive-based load curtailment unlocks critical demand-side flexibility but is hindered by the limited knowledge of private user parameters and the inherent nonsmoothness of responses due to physical device constraints. We address this…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Zhisen Jiang , Florian Dörfler , Saverio Bolognani

In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…

Optimization and Control · Mathematics 2025-11-27 Filippo Marini , Margherita Porcelli , Elisa Riccietti