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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2024, Volume 64, Number 4, paper published in the English version journal
(Mi zvmmf11740)
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This article is cited in 8 scientific papers (total in 8 papers)
Papers published in the English version of the journal
Highly smooth zeroth-order methods for solving optimization problems under the PL condition
A. V. Gasnikovabc, A. V. Lobanovac, F. S. Stonyakinad a Moscow Institute of Physics and Technology, 141700, Dolgoprudny, Russia
b Innopolis University, 420500, Innopolis, Russia
c Institute for System Programming, Russian Academy of Sciences, 125047, Moscow, Russia
d V.I. Vernadsky Crimean Federal University, 295007, Simferopol, Russia
Abstract:
In this paper, we study the black box optimization problem under the Polyak–Lojasiewicz (PL) condition, assuming that the objective function is not just smooth, but has higher smoothness. By using “kernel-based” approximations instead of the exact gradient in the Stochastic Gradient Descent method, we improve the best-known results of convergence in the class of gradient-free algorithms solving problems under the PL condition. We generalize our results to the case where a zeroth-order oracle returns a function value at a point with some adversarial noise. We verify our theoretical results on the example of solving a system of nonlinear equations.
Key words:
black-box optimization, gradient-free methods, kernel approximation, maximum noise level.
Received: 05.11.2023 Accepted: 07.06.2024
Citation:
A. V. Gasnikov, A. V. Lobanov, F. S. Stonyakin, “Highly smooth zeroth-order methods for solving optimization problems under the PL condition”, Comput. Math. Math. Phys., 64:4 (2024), 739–770
Linking options:
https://www.mathnet.ru/eng/zvmmf11740
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