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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

Zeroth-order (a.k.a, derivative-free) methods are a class of effective optimization methods for solving complex machine learning problems, where gradients of the objective functions are not available or computationally prohibitive.…

Optimization and Control · Mathematics 2023-12-12 Feihu Huang , Shangqian Gao , Jian Pei , Heng Huang

In this paper we consider a class of convex conic programming. In particular, we first propose an inexact augmented Lagrangian (I-AL) method that resembles the classical I-AL method for solving this problem, in which the augmented…

Optimization and Control · Mathematics 2022-11-22 Zhaosong Lu , Zirui Zhou

We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…

Optimization and Control · Mathematics 2023-03-20 HanQin Cai , Daniel Mckenzie , Wotao Yin , Zhenliang Zhang

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Optimization and Control · Mathematics 2023-07-18 Wei Liu , Qihang Lin , Yangyang Xu

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

Fine-tuning large language models (LLMs) using standard first-order (FO) optimization often drives training toward sharp, poorly generalizing minima. Conversely, zeroth-order (ZO) methods offer stronger exploratory behavior without relying…

Machine Learning · Computer Science 2026-01-12 Feihu Jin , Ying Tan

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

Zeroth-order (ZO) optimization is one key technique for machine learning problems where gradient calculation is expensive or impossible. Several variance reduced ZO proximal algorithms have been proposed to speed up ZO optimization for…

Optimization and Control · Mathematics 2024-10-04 Bin Gu , Xiyuan Wei , Hualin Zhang , Yi Chang , Heng Huang

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

Zeroth-order (ZO) optimization with ordinal feedback has emerged as a fundamental problem in modern machine learning systems, particularly in human-in-the-loop settings such as reinforcement learning from human feedback, preference…

Optimization and Control · Mathematics 2025-12-23 Haishan Ye

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

Finite-difference methods are a class of algorithms designed to solve black-box optimization problems by approximating a gradient of the target function on a set of directions. In black-box optimization, the non-smooth setting is…

Optimization and Control · Mathematics 2023-11-07 Marco Rando , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

This paper addresses black-box smooth optimization problems, where the objective and constraint functions are not explicitly known but can be queried. The main goal of this work is to generate a sequence of feasible points converging…

Optimization and Control · Mathematics 2024-04-25 Baiwei Guo , Yuning Jiang , Giancarlo Ferrari-Trecate , Maryam Kamgarpour

Zeroth-order (ZO) optimization provides a gradient-free alternative to first-order (FO) methods by estimating gradients via finite differences of function evaluations, and has recently emerged as a memory-efficient paradigm for fine-tuning…

Machine Learning · Computer Science 2026-02-24 Yicheng Lang , Changsheng Wang , Yihua Zhang , Mingyi Hong , Zheng Zhang , Wotao Yin , Sijia Liu

In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…

Optimization and Control · Mathematics 2025-12-11 Spyridon Pougkakiotis , Dionysis Kalogerias

In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…

Optimization and Control · Mathematics 2019-07-23 Yan Zhang , Michael M. Zavlanos

In the paper, we propose a class of accelerated zeroth-order and first-order momentum methods for both nonconvex mini-optimization and minimax-optimization. Specifically, we propose a new accelerated zeroth-order momentum (Acc-ZOM) method…

Optimization and Control · Mathematics 2022-01-19 Feihu Huang , Shangqian Gao , Jian Pei , Heng Huang

$\ell_0$ 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