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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

Functionally constrained stochastic optimization problems, where neither the objective function nor the constraint functions are analytically available, arise frequently in machine learning applications. In this work, assuming we only have…

Optimization and Control · Mathematics 2022-10-11 Anthony Nguyen , Krishnakumar Balasubramanian

Distributed optimization is the standard way of speeding up machine learning training, and most of the research in the area focuses on distributed first-order, gradient-based methods. Yet, there are settings where some…

Machine Learning · Computer Science 2025-11-03 Matin Ansaripour , Shayan Talaei , Giorgi Nadiradze , Dan Alistarh

We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…

Optimization and Control · Mathematics 2026-04-03 Runyu Zhang , Gioele Zardini

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

Optimization and Control · Mathematics 2020-05-26 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Single-point zeroth-order optimization (SZO) is useful in solving online black-box optimization and control problems in time-varying environments, as it queries the function value only once at each time step. However, the vanilla SZO method…

Optimization and Control · Mathematics 2022-06-20 Xin Chen , Yujie Tang , Na Li

Online bilevel optimization (OBO) is a powerful framework for machine learning problems where both outer and inner objectives evolve over time, requiring dynamic updates. Current OBO approaches rely on deterministic \textit{window-smoothed}…

Machine Learning · Computer Science 2026-05-20 Parvin Nazari , Bojian Hou , Davoud Ataee Tarzanagh , Li Shen , George Michailidis

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

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

Comparison-Based Optimization (CBO) is an optimization paradigm that assumes only very limited access to the objective function f(x). Despite the growing relevance of CBO to real-world applications, this field has received little attention…

Optimization and Control · Mathematics 2023-03-27 Isha Slavin , Daniel McKenzie

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We…

Optimization and Control · Mathematics 2025-09-30 Amir Ali Farzin , Yuen Man Pun , Philipp Braun , Antoine Lesage-landry , Youssef Diouane , Iman Shames

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

We study the complexity of producing $(\delta,\epsilon)$-stationary points of Lipschitz objectives which are possibly neither smooth nor convex, using only noisy function evaluations. Recent works proposed several stochastic zero-order…

Optimization and Control · Mathematics 2024-04-16 Guy Kornowski , Ohad Shamir

This paper investigates distributed zeroth-order feedback optimization in multi-agent systems with coupled constraints, where each agent operates its local action vector and observes only zeroth-order information to minimize a global cost…

Optimization and Control · Mathematics 2024-10-17 Yingpeng Duan , Yujie Tang

We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization,…

Optimization and Control · Mathematics 2016-02-17 Sébastien Bubeck , Yin-Tat Lee

We investigate the effectiveness of adaptive zeroth-order (ZO) optimization for memory-constrained fine-tuning of large language models (LLMs). Contrary to prior claims, we show that adaptive ZO methods such as ZO-Adam offer no convergence…

Machine Learning · Computer Science 2026-05-06 Hassan Dbouk , Nidham Gazagnadou , Matthias Reisser , Christos Louizos

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we…

Optimization and Control · Mathematics 2024-02-13 Jeongyeol Kwon , Dohyun Kwon , Stephen Wright , Robert Nowak

Despite the great achievements of the modern deep neural networks (DNNs), the vulnerability/robustness of state-of-the-art DNNs raises security concerns in many application domains requiring high reliability. Various adversarial attacks are…

Machine Learning · Computer Science 2020-02-20 Pu Zhao , Pin-Yu Chen , Siyue Wang , Xue Lin

Zeroth-order (ZO) optimization has gained attention as a memory-efficient alternative to first-order (FO) methods, particularly in settings where gradient computation is expensive or even impractical. Beyond its memory efficiency, in this…

Machine Learning · Computer Science 2026-03-13 Wanhao Yu , Zheng Wang , Shuteng Niu , Sen Lin , Li Yang