arXiv:2608. 10418v1 Announce Type: cross Abstract: Recent work has shown that, for smooth convex optimization, plain gradient descent can be accelerated from its textbook convergence rate of $O(T^{-1})$ (where $T$ denotes the number of iterations) to $O\big(T^{-\log_2(1+\sqrt{2})}\big)$ using carefully designed stepsize schedules alone, without resorting to momentum or other algorithmic modifications.
By Jianhao Ma, Yuxin Chen
arXiv:2608. 21359v1 Announce Type: cross Abstract: We develop a new direct accelerated Newton method for minimizing convex functions with Lipschitz continuous Hessian.
By Nikita Doikov
The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs. However, in ill-conditioned or non-convex landscapes, the implicit inverse Hessian approximation can suffer from an exploding condition number, leading to numerical instability and degraded convergence.
arXiv:2608.22129v2 Announce Type: replace
Abstract: Cubic regularized Newton methods have the optimal $\mathcal{O}(\epsilon^{-3/2})$ global rate, but a dense subproblem solve limits the feasible bloc...
By Rodion Podorozhny
arXiv:2608. 01552v1 Announce Type: cross Abstract: Quadratic Gradient (QG) is a Newton-type optimization framework that bridges first-order gradient descent and second-order optimization by incorporating curvature information into gradient updates.
By John Chiang
The paper introduces ZFO, a lightweight framework that separates direction selection from step-size determination in large‑scale neural network optimization. ZFO uses a trusted first‑order optimizer to pick a search direction and then performs only two additional objective evaluations to build a local curvature‑aware model, selecting an adaptive step within a bounded interval. The authors provide theoretical guarantees for reliable curvature estimation, near‑optimal step selection, and convergence to a stationary point, and demonstrate that ZFO improves optimization and final performance over fixed‑step first‑order baselines on language‑model fine‑tuning tasks.
By Cristian McGee, El Houcine Bergou, Aritra Dutta
arXiv:2606. 02948v1 Announce Type: new Abstract: Curvature adaptivity is a classical theme in online optimization: for convex Lipschitz losses, adaptive methods interpolate between the optimal $O(\sqrt{T})$ regret for general convex losses and $O(\log T)$ regret under strong convexity.
By Moses Charikar, Chirag Pabbaraju, Ambuj Tewari
arXiv:2608. 12009v1 Announce Type: cross Abstract: Bregman proximal stochastic gradient (BPSG) methods bring variance-reduced composite optimization to objectives whose geometry is poorly captured by Euclidean smoothness.
By Chenhan Jin, Shengze Xu, Binghui Xie, Kaiwen Zhou, Fan Jia, James Cheng, Tieyong Zeng
arXiv:2610.33516v1 Announce Type: new
Abstract: Modern gradient boosting algorithms are based on Newton's method, which excels empirically but lacks global convergence guarantees. While recent work o...
By Nikita Zozoulenko, Daniel Falkowski, Thomas Cass, Lukas Gonon
arXiv:2607. 05836v1 Announce Type: cross Abstract: The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs.
By Don Li
arXiv:2610. 03222v1 Announce Type: cross Abstract: This paper studies the complexity of convex optimization using lazy second-order oracles (Doikov, Chayti, and Jaggi, ICML 2023), where an algorithm queries gradients every iteration and Hessians once per $m$ iterations.
By Xinliang Zhang, Lesi Chen, Chengchang Liu, Jingzhao Zhang
arXiv:2607. 22906v1 Announce Type: new Abstract: We study adaptive gradient descent for continuously differentiable, possibly nonconvex objectives under one-sided H\"older regularity.
By Arzu Ahmadova, Ismail Huseynov