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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 study stochastic zeroth-order (ZO) optimization of smooth nonconvex objectives under heavy-tailed sample-gradient noise. This regime is motivated by empirical evidence that gradient noise in modern machine learning can violate the…

Optimization and Control · Mathematics 2026-05-19 Taha El Bakkali , El Mahdi Chayti , Qiuyi Zhang , Imane Rahali , Omar Saadi

This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

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

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

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

In this paper, we study zeroth-order algorithms for nonconvex-concave minimax problems, which have attracted widely attention in machine learning, signal processing and many other fields in recent years. We propose a zeroth-order…

Optimization and Control · Mathematics 2024-01-26 Zi Xu , Ziqi Wang , Jingjing Shen , Yuhong Dai

Most zeroth-order optimization algorithms mimic a first-order algorithm but replace the gradient of the objective function with some gradient estimator that can be computed from a small number of function evaluations. This estimator is…

Optimization and Control · Mathematics 2026-01-12 Wouter Jongeneel , Man-Chung Yue , Daniel Kuhn

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

In this paper, we explore the two-point zeroth-order gradient estimator and identify the distribution of random perturbations that minimizes the estimator's asymptotic variance as the perturbation stepsize tends to zero. We formulate it as…

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

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

Stochastic optimization problems with unknown decision-dependent distributions have attracted increasing attention in recent years due to its importance in applications. Since the gradient of the objective function is inaccessible as a…

Optimization and Control · Mathematics 2025-10-30 Yuya Hikima , Akiko Takeda

This paper studies the distributed minimax optimization problem over networks. To enhance convergence performance, we propose a distributed optimistic gradient tracking method, termed DOGT, which solves a surrogate function that captures…

Optimization and Control · Mathematics 2025-09-01 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

Zeroth-order (ZO) optimization has long been favored for its biological plausibility and its capacity to handle non-differentiable objectives, yet its computational complexity has historically limited its application in deep neural…

Machine Learning · Computer Science 2026-02-12 Sansheng Cao , Zhengyu Ma , Yonghong Tian

In this paper, we design and analyze a new zeroth-order online algorithm, namely, the zeroth-order online alternating direction method of multipliers (ZOO-ADMM), which enjoys dual advantages of being gradient-free operation and employing…

Machine Learning · Statistics 2018-02-20 Sijia Liu , Jie Chen , Pin-Yu Chen , Alfred O. Hero

Federated learning heavily relies on distributed gradient descent techniques. In the situation where gradient information is not available, the gradients need to be estimated from zeroth-order information, which typically involves computing…

Machine Learning · Computer Science 2024-10-25 Chenlin Wu , Xiaoyu He , Zike Li , Jing Gong , Zibin Zheng

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 propose stochastic gradient-free methods and accelerated methods with momentum for solving stochastic optimization problems. All these methods rely on stochastic directions rather than stochastic gradients. We analyze the…

Optimization and Control · Mathematics 2020-01-15 Xiaopeng Luo , Xin Xu

Distributed optimization problems usually face inexact communication issues induced by channel noise, communication quantization or differential privacy protection. Most existing algorithms need a two-timescale setting of the stepsize of…

Optimization and Control · Mathematics 2026-03-03 Shengchao Zhao , Yongchao Liu