Wall-Clock Complexity for Zeroth-Order Optimization with Tunable Oracle Fidelity
Zeroth-order (black-box) optimization is applied when gradients are unavailable and objective evaluations rely on expensive simulations. In many such applications, the oracle fidelity is tunable: higher-accuracy queries reduce noise but incur higher computational costs. To capture this trade-off, we study an accuracy-aware wall-clock model where each query with fidelity $δ$ has a cost $c(δ)$, and we minimize the total time $T_{\mathrm{total}} = \sum_{k=1}^{N} c(δ_k)$, subject to a target accuracy constraint. We show how the choice of oracle type, noise model, and optimization scheme induces explicit wall-clock-optimal choices for the algorithmic parameters. For instance, we demonstrate th...
| Authors | Alexandra Suvorikova, Igor Pavlov, Artem Vasin et al. |
|---|---|
| Primary category | math.OC |
| Published | 29 May 2026 |
| Last updated at source | 29 May 2026 |
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