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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

We propose and analyze a randomized zeroth-order approach based on approximating the exact gradient byfinite differences computed in a set of orthogonal random directions that changes with each iteration. A number ofpreviously proposed…

Optimization and Control · Mathematics 2021-11-16 David Kozak , Cesare Molinari , Lorenzo Rosasco , Luis Tenorio , Silvia Villa

The conditional gradient idea proposed by Marguerite Frank and Philip Wolfe in 1956 was so well received by the community that new algorithms (also called Frank--Wolfe type algorithms) are still being actively created. In this paper, we…

Optimization and Control · Mathematics 2023-05-26 Aleksandr Lobanov , Anton Anikin , Alexander Gasnikov , Alexander Gornov , Sergey Chukanov

This letter studies distributed stochastic optimization over a peer-to-peer network when agents can query only zeroth-order function values. We propose ZOOM-PB, a coordinate-sampling distributed zeroth-order method equipped with a…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Shengjun Zhang , Tingyi Liu , Heng Zhang , Dong Xie

Interest in stochastic zeroth-order (SZO) methods has recently been revived in black-box optimization scenarios such as adversarial black-box attacks to deep neural networks. SZO methods only require the ability to evaluate the objective…

Machine Learning · Statistics 2020-11-11 Mayumi Ohta , Nathaniel Berger , Artem Sokolov , Stefan Riezler

This paper is devoted to the study of the solution of a stochastic convex black box optimization problem. Where the black box problem means that the gradient-free oracle only returns the value of objective function, not its gradient. We…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Lobanov

We study the problem of zero-order optimization of a strongly convex function. The goal is to find the minimizer of the function by a sequential exploration of its values, under measurement noise. We study the impact of higher order…

Machine Learning · Computer Science 2022-11-28 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

Zeroth-order (ZO) optimization, learning from finite differences of function evaluations without backpropagation, has recently regained attention in deep learning due to its memory efficiency and applicability to gray- or black-box…

Zeroth-Order (ZO) optimization is pivotal for scenarios where backpropagation is unavailable, such as memory-constrained on-device learning and black-box optimization. However, existing methods face a stark trade-off: they are either…

Machine Learning · Computer Science 2026-05-29 Chen Liang , Xiatao Sun , Qian Wang , Daniel Rakita

In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on considering the outer minimization problem as a minimization…

Optimization and Control · Mathematics 2021-09-29 Egor Gladin , Abdurakhmon Sadiev , Alexander Gasnikov , Pavel Dvurechensky , Aleksandr Beznosikov , Mohammad Alkousa

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

Optimization and Control · Mathematics 2025-02-07 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

The adaptive momentum method (AdaMM), which uses past gradients to update descent directions and learning rates simultaneously, has become one of the most popular first-order optimization methods for solving machine learning problems.…

Machine Learning · Computer Science 2019-10-17 Xiangyi Chen , Sijia Liu , Kaidi Xu , Xingguo Li , Xue Lin , Mingyi Hong , David Cox

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

Zeroth-order methods are extensively used in machine learning applications where gradients are infeasible or expensive to compute, such as black-box attacks, reinforcement learning, and language model fine-tuning. Existing optimization…

Machine Learning · Computer Science 2025-11-12 Liang Zhang , Bingcong Li , Kiran Koshy Thekumparampil , Sewoong Oh , Michael Muehlebach , Niao He

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

Zeroth-order optimization is an important research topic in machine learning. In recent years, it has become a key tool in black-box adversarial attack to neural network based image classifiers. However, existing zeroth-order optimization…

Machine Learning · Computer Science 2019-03-21 Haishan Ye , Zhichao Huang , Cong Fang , Chris Junchi Li , Tong Zhang

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep…

Optimization and Control · Mathematics 2020-02-12 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

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

Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem's regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this…

Optimization and Control · Mathematics 2022-06-22 Kimon Antonakopoulos , Dong Quan Vu , Vokan Cevher , Kfir Y. Levy , Panayotis Mertikopoulos

Fine-tuning large language models (LLMs) has achieved remarkable success across various NLP tasks, but the substantial memory overhead during backpropagation remains a critical bottleneck, especially as model scales grow. Zeroth-order (ZO)…

Computation and Language · Computer Science 2026-01-09 Feihu Jin , Shipeng Cen , Ying Tan
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