Minimisation of Polyak-Łojasewicz Functions Using Random Zeroth-Order Oracles

Amir Ali Farzin, Iman Shames

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The application of a zeroth-order scheme for minimising Polyak-Lojasewicz (PL) functions is considered. The framework is based on exploiting a random oracle to estimate the function gradient. The convergence of the algorithm to a global minimum in the unconstrained case and to a neighbourhood of the global minimum in the constrained case along with their corresponding complexity bounds are presented. The theoretical results are demonstrated via numerical examples.

Original languageEnglish
Title of host publication2024 European Control Conference, ECC 2024
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3207-3212
Number of pages6
ISBN (Electronic)9783907144107
DOIs
Publication statusPublished - 2024
Event2024 European Control Conference, ECC 2024 - Stockholm, Sweden
Duration: 25 Jun 202428 Jun 2024

Publication series

Name2024 European Control Conference, ECC 2024

Conference

Conference2024 European Control Conference, ECC 2024
Country/TerritorySweden
CityStockholm
Period25/06/2428/06/24

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