Highly Smoothness Zero-Order Methods for Solving Optimization Problems under PL Condition

DOI10.1134/S0965542524700118MaRDI QIDQ6437932zbMATH OpenOpenAlexFDO

Authors A. V. Gasnikov, A. V. Lobanov, F. S. Stonyakin

Publication date 25 May 2023

Full work available at URL https://doi.org/10.1134/s0965542524700118

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

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" approximation instead of the exact gradient in Stochastic Gradient Descent method, we improve the best known results of convergence in the class of gradient-free algorithms solving problem under PL condition. We generalize our results to the case where a zero-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.

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