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ЖУРНАЛЫ // Журнал вычислительной математики и математической физики // Архив

Ж. вычисл. матем. и матем. физ., 2024, том 64, номер 4, страницы 739–770 (Mi zvmmf11740)

Эта публикация цитируется в 8 статьях

Статьи, опубликованные в английской версии журнала

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

Аннотация: 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.

Ключевые слова: black-box optimization, gradient-free methods, kernel approximation, maximum noise level.

Поступила в редакцию: 05.11.2023
Принята в печать: 07.06.2024

Язык публикации: английский


 Англоязычная версия: Computational Mathematics and Mathematical Physics, 2024, 64:4, 739–770


© МИАН, 2024