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20222026
most citedRandomized gradient-free methods in convex optimization

16 citations · 36 across the 20 of their papers we have counts for

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7 papers · 1 filter

math.OC2024

Linear Convergence Rate in Convex Setup is Possible! Gradient Descent Method Variants under -Smoothness

Aleksandr Lobanov, Alexander Gasnikov, Eduard Gorbunov +1

The gradient descent (GD) method -- is a fundamental and likely the most popular optimization algorithm in machine learning (ML), with a history traced back to a paper in 1847 (Cau…

math.OC2024

Accelerated zero-order SGD under high-order smoothness and overparameterized regime

Georgii Bychkov, Darina Dvinskikh, Anastasia Antsiferova +2

We present a novel gradient-free algorithm to solve a convex stochastic optimization problem, such as those encountered in medicine, physics, and machine learning (e.g., adversaria…

math.OC2024

Nesterov's method of dichotomy via Order Oracle: The problem of optimizing a two-variable function on a square

Boris Chervonenkis, Andrei Krasnov, Alexander Gasnikov +1

The challenges of black box optimization arise due to imprecise responses and limited output information. This article describes new results on optimizing multivariable functions u…

math.OC2024

Improved Iteration Complexity in Black-Box Optimization Problems under Higher Order Smoothness Function Condition

Aleksandr Lobanov

This paper is devoted to the study (common in many applications) of the black-box optimization problem, where the black-box represents a gradient-free oracle …

math.OC2024★ 3 cited

Gradient-free algorithm for saddle point problems under overparametrization

Ekaterina Statkevich, Sofiya Bondar, Darina Dvinskikh +2

This paper focuses on solving a stochastic saddle point problem (SPP) under an overparameterized regime for the case, when the gradient computation is impractical. As an intermedia…

math.OC2024

Acceleration Exists! Optimization Problems When Oracle Can Only Compare Objective Function Values

Aleksandr Lobanov, Alexander Gasnikov, Andrei Krasnov

Frequently, the burgeoning field of black-box optimization encounters challenges due to a limited understanding of the mechanisms of the objective function. To address such problem…

math.OC2024

Median Clipping for Zeroth-order Non-Smooth Convex Optimization and Multi-Armed Bandit Problem with Heavy-tailed Symmetric Noise

Nikita Kornilov, Yuriy Dorn, Aleksandr Lobanov +5

In this paper, we consider non-smooth convex optimization with a zeroth-order oracle corrupted by symmetric stochastic noise. Unlike the existing high-probability results requiring…