arXiv:2504.09409v3 Announce Type: replace-cross
Abstract: In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems with exact constraints and stochastic objective e...
By Qiankun Shi, Han Yuan, Xiao Wang, Hao Wang
arXiv:2610.19652v1 Announce Type: new
Abstract: Recent work has sought to transfer first-order nonconvex optimization guarantees to zeroth-order methods through gradient estimators, typically incurri...
By Yuxuan Xia, Xiao-Tong Yuan
arXiv:2610. 13787v1 Announce Type: cross Abstract: We present new algorithms for stochastic optimization problems in which the objective is neither smooth nor convex, subject to a convex constraint set.
By Gon Buzaglo, Guy Kornowski
arXiv:2609.30499v1 Announce Type: new
Abstract: Uniform noise-moment bounds exclude stochastic gradients whose variability increases with the iterate. We study ordinary, single-sample stochastic grad...
By Wei Biao Wu
arXiv:2609.08380v1 Announce Type: cross
Abstract: We study the stochastic first-order oracle complexity for constrained or regularized convex-concave min-max optimization and stochastic monotone vari...
By Ahmet Alacaoglu
In this work, we study the oracle complexity of finding an $ε$-stationary point for nonconvex-strongly-convex (NC-SC) bilevel optimization using only first-order oracles. Existing methods achieving th...