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In many real-world problems, first-order (FO) derivative evaluations are too expensive or even inaccessible. For solving these problems, zeroth-order (ZO) methods that only need function evaluations are often more efficient than FO methods…

Optimization and Control · Mathematics 2021-12-22 Zichong Li , Pin-Yu Chen , Sijia Liu , Songtao Lu , Yangyang Xu

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 study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

Distributed online convex optimization (D-OCO) is a powerful paradigm for modeling distributed scenarios with streaming data. However, the communication cost between local learners and the central server is substantial in large-scale…

Machine Learning · Computer Science 2026-04-13 Sifan Yang , Dan-Yue Li , Lijun Zhang

Prompt learning has become a key method for adapting large language models to specific tasks with limited data. However, traditional gradient-based optimization methods for tuning prompts are computationally intensive, posing challenges for…

Statistics Theory · Mathematics 2025-12-30 Yao Fu , Yihang Jin , Chunxia Zhang , Junmin Liu , Guang Dai , Haishan Ye

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

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 paper considers a distributed reinforcement learning problem for decentralized linear quadratic control with partial state observations and local costs. We propose a Zero-Order Distributed Policy Optimization algorithm (ZODPO) that…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Yingying Li , Yujie Tang , Runyu Zhang , Na Li

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

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

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…

Machine Learning · Computer Science 2015-07-28 Elad Hazan , Kfir Y. Levy , Shai Shalev-Shwartz

In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Zeroth-Order Optimization (ZOO) provides powerful tools for optimizing functions where explicit gradients are unavailable or expensive to compute. However, the underlying mechanisms of popular ZOO methods, particularly those employing…

Machine Learning · Computer Science 2025-06-18 Junbin Qiu , Zhengpeng Xie , Xiangda Yan , Yongjie Yang , Yao Shu

This paper studies decentralized online convex optimization in a networked multi-agent system and proposes a novel algorithm, Learning-Augmented Decentralized Online optimization (LADO), for individual agents to select actions only based on…

Machine Learning · Computer Science 2024-10-21 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

Fine-tuning Large Language Models (LLMs) has proven effective for a variety of downstream tasks. However, as LLMs grow in size, the memory demands for backpropagation become increasingly prohibitive. Zeroth-order (ZO) optimization methods…

Machine Learning · Computer Science 2025-07-25 Ziming Yu , Pan Zhou , Sike Wang , Jia Li , Mi Tian , Hua Huang

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

In this paper, we study zeroth-order algorithms for nonconvex minimax problems with coupled linear constraints under the deterministic and stochastic settings, which have attracted wide attention in machine learning, signal processing and…

Optimization and Control · Mathematics 2026-03-06 Huiling Zhang , Zi Xu , Yuhong Dai