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In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…

Optimization and Control · Mathematics 2022-10-12 Elissa Mhanna , Mohamad Assaad

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

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

Zeroth-order (ZO) optimization is indispensable for complex non-convex tasks where explicit gradients are computationally prohibitive or strictly inaccessible. For deploying ZO methods over distributed heterogeneous networks, the gradient…

Optimization and Control · Mathematics 2026-04-24 Yanxu Su , Xiaorui Tong , Changyin Sun

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

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 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

Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

The dual challenges of prohibitive communication overhead and the impracticality of gradient computation due to data privacy or black-box constraints in distributed systems motivate this work on communication-constrained gradient-free…

Optimization and Control · Mathematics 2025-09-19 Youqing Hua , Shuai Liu , Yiguang Hong , Wei Ren

This paper investigates the stochastic distributed nonconvex optimization problem of minimizing a global cost function formed by the summation of $n$ local cost functions. We solve such a problem by involving zeroth-order (ZO) information…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Yunlong Dong , Dong Xie , Lisha Yao , Colleen P. Bailey , Shengli Fu

In this work, we focus on the study of stochastic zeroth-order (ZO) optimization which does not require first-order gradient information and uses only function evaluations. The problem of ZO optimization has emerged in many recent machine…

Machine Learning · Statistics 2020-12-22 Pranay Sharma , Kaidi Xu , Sijia Liu , Pin-Yu Chen , Xue Lin , Pramod K. Varshney

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 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

We consider a zeroth-order distributed optimization problem, where the global objective function is a black-box function and, as such, its gradient information is inaccessible to the local agents. Instead, the local agents can only use the…

Optimization and Control · Mathematics 2021-09-29 Yi Shen , Yan Zhang , Scott Nivison , Zachary I. Bell , Michael M. Zavlanos

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

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

Zeroth-order optimization (ZOO) is an important framework for stochastic optimization when gradients are unavailable or expensive to compute. A potential limitation of existing ZOO methods is the bias inherent in most gradient estimators…

Machine Learning · Computer Science 2025-10-24 Shaocong Ma , Heng Huang

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

Optimization and Control · Mathematics 2026-03-24 Antai Xie , Xiaoqiang Ren , Xinlei Yi , Tao Yang , Xiaofan Wang

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
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