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math.OC2026
Sharp Optimal Algorithm for Derivative-Free Stochastic Convex Optimization in One Dimension
Alexandra Carpentier, Chloé Rouyer, Alexandre Tsybakov +1
Stochastic convex optimization is a classical problem with well-understood guarantees under first-order feedback. In contrast, for zero-order optimization with noisy function evalu…
math.ST2026
Gradient-free stochastic optimization of derivatives under strong convexity
Arya Akhavan, Sirine Louati, Alexandre B. Tsybakov
We consider the problem of minimizing the -th order partial derivative of an unknown function along a fixed coordinate direction , based on noisy queri…