Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles

Amir Ali Farzin; Yuen-Man Pun; Philipp Braun; Iman Shames

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arXiv · 2505.02281

Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles

Amir Ali Farzin·Yuen-Man Pun·Philipp Braun·Iman Shames

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Abstract

This paper explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unconstrained and constrained settings. For the unconstrained problem, we establish the ZO algorithm's convergence to a global minimum along with its complexity when applied to both QC and SQC functions. For the constrained problem, we introduce the new notion of proximal-quasar-convexity and prove analogous results to the unconstrained case. Specifically, we derive complexity bounds and prove convergence of the algorithm to a neighbourhood of a global minimum whose size can be controlled under a variance reduction scheme. Beyond the theoretical guarantees, we demonstrate the practical implications of our results on several machine learning problems where quasar-convexity naturally arises, including linear dynamical system identification and generalised linear models.

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BibTeX RIS

Amir Ali Farzin, Yuen-Man Pun, Philipp Braun, Iman Shames. 2025-05-04. Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles. https://arxiv.org/abs/2505.02281

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