arXiv:2608. 07248v1 Announce Type: cross Abstract: We prove that mirror descent converges to a KKT point for the nonconvex problem without excluding boundary limits.
By Kuangyu Ding, Kim-Chuan Toh
arXiv:2502. 00753v4 Announce Type: replace-cross Abstract: Smoothness is crucial for attaining fast rates in first-order optimization.
By Dingzhi Yu, Wei Jiang, Hongyi Tao, Yuanyu Wan, Lijun Zhang
arXiv:2511. 22283v2 Announce Type: replace Abstract: Online mirror descent (OMD) is a fundamental algorithmic paradigm that underlies many algorithms in optimization, machine learning and sequential decision-making.
By Ofir Schlisselberg, Uri Sherman, Tomer Koren, Yishay Mansour
The paper studies algorithms for computing the Entropic Gromov-Wasserstein (EGW) distance, a measure of discrepancy between metric measure spaces. It introduces Averaged Mirror Descent (AMD), which averages successive Mirror Descent steps and is proven to converge for any cost function, and shows that a dual gradient method with a fixed step size also converges for arbitrary costs, even when iterations are inexact. Empirical comparisons demonstrate that both AMD and the dual gradient method succeed on cases where classical Mirror Descent fails.
By Joanna Marks, Gabriel Rioux, Riccardo Passeggeri
arXiv:2504.09409v3 Announce Type: replace-cross
Abstract: In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems with exact constraints and stochastic objective e...
By Qiankun Shi, Han Yuan, Xiao Wang, Hao Wang
The paper investigates how the choice of geometry in online mirror descent affects performance, particularly when loss gradients are sparse. It introduces randomized block‑norm mirror maps that interpolate between Euclidean and entropic geometries, achieving polynomial‑in‑dimension regret improvements over standard methods for various convex sets. The authors also demonstrate that naive alternation between mirror maps can lead to linear regret and propose a Hedge‑based meta‑algorithm that competes with the best mirror map in a finite portfolio, achieving near‑optimal regret for random block geometries.
By Swati Gupta, Jai Moondra, Mohit Singh