ICML2024

Zeroth-Order Methods for Constrained Nonconvex Nonsmooth Stochastic Optimization

Zhuanghua Liu, Cheng Chen, Luo Luo, Bryan Kian Hsiang Low

13 citations

Abstract

Challenges RQ. How to provide non-asymptotic convergence analysis for the constrained nonsmooth optimization problem? Classical convergence criteria for constrained smooth opt: Gradient Mapping Frank-Wolfe Gap