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In this paper, we prove new complexity bounds for zeroth-order methods in non-convex optimization with inexact observations of the objective function values. We use the Gaussian smoothing approach of Nesterov and Spokoiny [2015] and extend…

Optimization and Control · Mathematics 2021-01-14 Innokentiy Shibaev , Pavel Dvurechensky , Alexander Gasnikov

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 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

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

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

We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…

Machine Learning · Computer Science 2025-01-24 Haishan Ye , Yinghui Huang , Hao Di , Xiangyu Chang

This paper addresses stochastic optimization of Lipschitz-continuous, nonsmooth and nonconvex objectives over compact convex sets, where only noisy function evaluations are available. While gradient-free methods have been developed for…

Optimization and Control · Mathematics 2025-08-26 Anik Kumar Paul , Shalabh Bhatnagar

We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging…

Optimization and Control · Mathematics 2022-11-08 Baiwei Guo , Yuning Jiang , Maryam Kamgarpour , Giancarlo Ferrari-Trecate

Zeroth-order optimization methods are developed to overcome the practical hurdle of having knowledge of explicit derivatives. Instead, these schemes work with merely access to noisy functions evaluations. One of the predominant approaches…

Optimization and Control · Mathematics 2022-08-22 Wouter Jongeneel

We consider non-smooth saddle point optimization problems. To solve these problems, we propose a zeroth-order method under bounded or Lipschitz continuous noise, possible adversarial. In contrast to the state-of-the-art algorithms, our…

Optimization and Control · Mathematics 2023-03-28 Darina Dvinskikh , Vladislav Tominin , Yaroslav Tominin , Alexander Gasnikov

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

In this paper, we propose a new method based on the Sliding Algorithm from Lan(2016, 2019) for the convex composite optimization problem that includes two terms: smooth one and non-smooth one. Our method uses the stochastic noised…

Optimization and Control · Mathematics 2021-06-16 Aleksandr Beznosikov , Eduard Gorbunov , Alexander Gasnikov

Proximal gradient method has been playing an important role to solve many machine learning tasks, especially for the nonsmooth problems. However, in some machine learning problems such as the bandit model and the black-box learning problem,…

Optimization and Control · Mathematics 2019-02-19 Feihu Huang , Bin Gu , Zhouyuan Huo , Songcan Chen , 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

In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…

Optimization and Control · Mathematics 2019-01-16 Krishnakumar Balasubramanian , Saeed Ghadimi

Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…

Optimization and Control · Mathematics 2019-07-31 Feihu Huang , Shangqian Gao , Songcan Chen , Heng Huang

We propose Zeroth-Order Random Matrix Search for Learning from Demonstrations (ZORMS-LfD). ZORMS-LfD enables the costs, constraints, and dynamics of constrained optimal control problems, in both continuous and discrete time, to be learned…

Machine Learning · Computer Science 2025-07-24 Olivia Dry , Timothy L. Molloy , Wanxin Jin , Iman Shames

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

Fine-tuning large language models (LLMs) using zeroth-order (ZO) optimization has emerged as a promising alternative to traditional gradient-based methods due to its reduced memory footprint requirement. However, existing ZO methods suffer…

Machine Learning · Computer Science 2025-10-22 Zhendong Mi , Qitao Tan , Grace Li Zhang , Zhaozhuo Xu , Geng Yuan , Shaoyi Huang

Variance reduction techniques are designed to decrease the sampling variance, thereby accelerating convergence rates of first-order (FO) and zeroth-order (ZO) optimization methods. However, in composite optimization problems, ZO methods…

Machine Learning · Computer Science 2024-05-29 Hao Di , Haishan Ye , Yueling Zhang , Xiangyu Chang , Guang Dai , Ivor W. Tsang