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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

This paper investigates how to accelerate the convergence of distributed optimization algorithms on nonconvex problems with zeroth-order information available only. We propose a zeroth-order (ZO) distributed primal-dual stochastic…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…

Optimization and Control · Mathematics 2021-05-27 Wenjie Li , Mohamad Assaad

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

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

In this paper, we consider a distributed stochastic non-convex optimization problem, which is about minimizing a sum of $n$ local cost functions over a network with only zeroth-order information. A novel single-loop Decentralized…

Optimization and Control · Mathematics 2023-10-31 Hongxu Chen , Jinchi Chen , Ke Wei

In this letter, we first propose a \underline{Z}eroth-\underline{O}rder c\underline{O}ordinate \underline{M}ethod~(ZOOM) to solve the stochastic optimization problem over a decentralized network with only zeroth-order~(ZO) oracle feedback…

Optimization and Control · Mathematics 2022-10-11 Shengjun Zhang , Tan Shen , Hongwei Sun , Yunlong Dong , Dong Xie , Heng Zhang

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

In this work we address the problem of convex optimization in a multi-agent setting where the objective is to minimize the mean of local cost functions whose derivatives are not available (e.g. black-box models). Moreover agents can only…

Optimization and Control · Mathematics 2023-06-14 Alessio Maritan , Luca Schenato

This paper studies the stochastic distributed nonconvex optimization problem over a network of agents, where agents only access stochastic zeroth-order information about their local cost functions and collaboratively optimize the global…

Optimization and Control · Mathematics 2025-09-01 Haonan Wang , Xinlei Yi , Yiguang Hong

Zero-order (ZO) optimization is a powerful tool for dealing with realistic constraints. On the other hand, the gradient-tracking (GT) technique proved to be an efficient method for distributed optimization aiming to achieve consensus.…

Machine Learning · Computer Science 2024-10-10 Elissa Mhanna , Mohamad Assaad

This paper studies a compressed momentum-based single-point zeroth-order algorithm for stochastic distributed nonconvex optimization, aiming to alleviate communication overhead and address the unavailability of explicit gradient…

Optimization and Control · Mathematics 2026-05-12 Linjing Chen , Antai Xie , Xinlei Yi , Xiaoqiang Ren , Xiaofan Wang

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

In this paper, we focus on solving an important class of nonconvex optimization problems which includes many problems for example signal processing over a networked multi-agent system and distributed learning over networks. Motivated by…

Optimization and Control · Mathematics 2018-10-25 Ehsan Kazemi , Liqiang Wang

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 paper, we investigate a distributed interval optimization problem which is modeled with optimizing a sum of convex interval-valued objective functions subject to global convex constraints, corresponding to agents over a time-varying…

Optimization and Control · Mathematics 2019-05-01 Yinghui Wang , Xianlin Zeng , Wenxiao Zhao , Yiguang Hong

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…

Optimization and Control · Mathematics 2018-03-22 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…

Optimization and Control · Mathematics 2026-03-03 Ruiyang Jin , Yuke Zhou , Yujie Tang , Jie Song , Siyang Gao

This paper considers a consensus optimization problem, where all the nodes in a network, with access to the zeroth-order information of its local objective function only, attempt to cooperatively achieve a common minimizer of the sum of…

Optimization and Control · Mathematics 2024-06-17 Chengan Wang , Zichong Ou , Jie Lu

In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…

Optimization and Control · Mathematics 2024-12-31 Yuya Hikima , Akiko Takeda
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