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A parametric class of trust-region algorithms for unconstrained nonconvex optimization is considered where the value of the objective function is never computed. The class contains a deterministic version of the first-order Adagrad method…

Optimization and Control · Mathematics 2023-06-08 S. Gratton , S. Jerad , Ph. L. Toint

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

In this paper, we provide a novel contraction-theoretic approach to analyze two-time scale systems, including those commonly encountered in Online Feedback Optimization (OFO). Our framework endows these systems with several robustness…

Systems and Control · Electrical Eng. & Systems 2024-09-06 Liliaokeawawa Cothren , Francesco Bullo , Emiliano Dall'Anese

This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…

Optimization and Control · Mathematics 2021-06-29 Alejandro I. Maass , Chris Manzie , Iman Shames , Hayato Nakada

Zeroth-order (ZO) optimization enables memory-efficient training of neural networks by estimating gradients via forward passes only, eliminating the need for backpropagation. However, the stochastic nature of gradient estimation…

Machine Learning · Computer Science 2026-03-24 Chen Zhang , Yuxin Cheng , Chenchen Ding , Shuqi Wang , Jingreng Lei , Runsheng Yu , Yik-Chung WU , Ngai Wong

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

Low-bit forward evaluation is an attractive route to memory-efficient zeroth-order (ZO) adaptation: the optimizer needs only scalar losses, and the model can be queried near deployment precision. The obstacle is that a quantized ZO query is…

Machine Learning · Computer Science 2026-05-12 Yao Shu , Zilin Zhu

This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…

Optimization and Control · Mathematics 2025-10-07 Ziyi Chen , Peiran Yu , Heng Huang

We consider a novel setting of zeroth order non-convex optimization, where in addition to querying the function value at a given point, we can also duel two points and get the point with the larger function value. We refer to this setting…

Machine Learning · Computer Science 2019-11-05 Yichong Xu , Aparna Joshi , Aarti Singh , Artur Dubrawski

Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…

Machine Learning · Computer Science 2024-07-17 Spencer Hutchinson , Mahnoosh Alizadeh

In stochastic zeroth-order optimization, a problem of practical relevance is understanding how to fully exploit the local geometry of the underlying objective function. We consider a fundamental setting in which the objective function is…

Machine Learning · Computer Science 2023-12-27 Qian Yu , Yining Wang , Baihe Huang , Qi Lei , Jason D. Lee

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

We analyze a zeroth-order particle algorithm for the global optimization of a non-convex function, focusing on a variant of Consensus-Based Optimization (CBO) with small but fixed noise intensity. Unlike most previous studies restricted to…

Optimization and Control · Mathematics 2025-11-24 Pascal Bianchi , Radu-Alexandru Dragomir , Victor Priser

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

We introduce a derivative-free global optimization algorithm that efficiently computes minima for various classes of one-dimensional functions, including non-convex, and non-smooth functions.This algorithm numerically approximates the…

Optimization and Control · Mathematics 2023-08-21 Alexandra A. Gomes , Diogo A. Gomes

Large language models (LLMs) have demonstrated impressive capabilities across numerous NLP tasks. Nevertheless, conventional first-order fine-tuning techniques impose heavy memory demands, creating practical obstacles to real-world…

Machine Learning · Computer Science 2025-05-27 Zhendong Mi , Qitao Tan , Xiaodong Yu , Zining Zhu , Geng Yuan , Shaoyi Huang

We address the problem of \emph{convex optimization with dueling feedback}, where the goal is to minimize a convex function given a weaker form of \emph{dueling} feedback. Each query consists of two points and the dueling feedback returns a…

Optimization and Control · Mathematics 2022-10-07 Aadirupa Saha , Tomer Koren , Yishay Mansour

The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational…

Optimization and Control · Mathematics 2021-02-16 Cyrille W. Combettes , Christoph Spiegel , Sebastian Pokutta

Linear attention methods offer Transformers $O(N)$ complexity but typically underperform standard softmax attention. We identify two fundamental limitations affecting these approaches: the restriction to convex combinations that only…

Machine Learning · Computer Science 2026-02-06 Jiecheng Lu , Xu Han , Yan Sun , Viresh Pati , Yubin Kim , Siddhartha Somani , Shihao Yang

We propose a novel zeroth-order optimization algorithm based on an efficient sampling strategy. Under mild global regularity conditions on the objective function, we establish non-asymptotic convergence rates for the proposed method.…

Optimization and Control · Mathematics 2025-09-24 Xicheng Zhang