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math.OC2026
ZIVR: An Incremental Variance Reduction Technique For Zeroth-Order Composite Problems
Silan Zhang, Yujie Tang
This paper investigates zeroth-order (ZO) finite-sum composite optimization. Recently, variance reduction techniques have been applied to ZO methods to mitigate the non-vanishing v…
math.OC2024
Zeroth-Order Katyusha: An Accelerated Derivative-Free Method for Composite Convex Optimization
Silan Zhang, Yujie Tang
We investigate accelerated zeroth-order algorithms for smooth composite convex optimization problems. While for unconstrained optimization, existing methods that merge 2-point zero…