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New algorithm closes long-standing gap for one-dimensional derivative-free optimization

July 15, 2026arXiv: 2607.12938v1

Researchers have found a simple, sharp answer to a theoretical puzzle in one-dimensional derivative-free optimization. They give a computationally efficient algorithm that reaches the best possible accuracy, scaling like 1 divided by the square root of the number of queries. This matches the known lower bound and removes a previous logarithmic shortfall in guarantees.

The problem is this: you want to minimize a convex function that lives on the interval [0,1], but you cannot see derivatives. You can only query the function at points and get noisy answers. The noise is assumed to be subGaussian, a standard way to say the random errors have tails no heavier than a Gaussian. The goal is to design a querying strategy that gets close to the function minimum after T noisy evaluations.

What the authors did was design a zero-order (derivative-free) algorithm that is computationally efficient and provably achieves an error of order 1/√T. That matches the earlier lower bound of order 1/√T, so there is no longer a gap between upper and lower guarantees in this one-dimensional setting. In plain terms, their method uses a careful pattern of queries and combines noisy measurements so the estimate of the minimum improves at the fastest possible rate allowed by the noise.

This result matters because derivative-free optimization is common in practice when gradients are unavailable or expensive. Having a sharp theoretical rate gives a clear benchmark: no algorithm can asymptotically beat the 1/√T scaling in this setting, and this work provides an algorithm that attains that limit. It settles a question that remained open even in the simplest one-dimensional case.

There are important caveats. The result is proved only for functions on the interval [0,1] with values in [0,1], and it assumes subGaussian noise. The paper makes no claim about higher dimensions. Also, the abstract does not report numerical experiments or give the precise constants hidden in the 1/√T notation, so practical performance and tuning are not described there. Finally, extensions beyond the specific assumptions will require further work.

A natural next step, not claimed by the authors in the abstract, is to ask which parts of the argument extend to higher dimensions or to other noise models. For now, the contribution stands as the first sharp rate guarantee for zero-order stochastic convex optimization in one dimension.

Source paper

Sharp Optimal Algorithm for Derivative-Free Stochastic Convex Optimization in One Dimension

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