arXiv:2606. 09077v1 Announce Type: new Abstract: The Legendre-Fenchel (LF) transform is a fundamental tool in convex analysis and machine learning that maps lower semi-continuous functions to their convex conjugates.
By Basile Plus-Gourdon, Frank Nielsen
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:2209. 03282v5 Announce Type: replace-cross Abstract: Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research.
By John Chiang
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
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: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
arXiv:2606. 30455v1 Announce Type: new Abstract: The standard convergence analysis of mini-batch stochastic gradient descent (SGD) models gradient noise using a single variance term that treats all parameter directions equally, ignoring the fact that noise in high-curvature directions has less impact because learning rates are already constrained there.
By Muhammad Hamza (Indian Institute of Technology Kharagpur), Ayush Goel (Indian Institute of Technology Kharagpur)
arXiv:2609.07597v1 Announce Type: cross
Abstract: Muon can be interpreted as optimizing a linear local objective over a spectral-norm ball. This gives a matrix-sign update that preserves the singular...
By Qiaozhe Zhang, Jun Sun, Yingzhuang Liu
arXiv:2608. 04607v1 Announce Type: cross Abstract: Stochastic gradient descent (SGD) optimization methods are the standard instruments for the training of deep neural networks (DNNs).
By Thang Do, Steffen Dereich, Arnulf Jentzen
arXiv:2511. 19716v3 Announce Type: replace-cross Abstract: Stochastic Gradient Descent (SGD) often slows in the late stage of training due to anisotropic curvature and gradient noise.
By Mitchell Scott, Tianshi Xu, Ziyuan Tang, Alexandra Pichette-Emmons, Qiang Ye, Yousef Saad, Yuanzhe Xi
The paper introduces a novel technique called "persistence of memory" to enhance stochastic subspace methods for large‑scale optimisation. By using a weakly correlated guidance vector that is refreshed only at wide intervals, the method provides a structured direction for random subspace descent. The authors demonstrate that this guidance can be efficiently computed in sparse or minibatch settings and present the first theoretical analysis of classical SSD methods for sparse functions, showing alignment with low‑lying Hessian eigenvectors near the optimum.
By Subhroshekhar Ghosh, Clement Z. Q. Ng, Pierre-Louis Poirion, Akiko Takeda
arXiv:2609. 08136v1 Announce Type: new Abstract: This paper introduces rlaopt, a PyTorch-based package for large-scale optimization and scientific computing using randomized numerical linear algebra (RandNLA).
By Pratik Rathore, Zachary Frangella, Parth Nobel, Xuning Hu, Madeleine Udell