LMO Methods

Multiple-gradient descent is typically formulated in Euclidean geometry, whereas matrix-aware optimizers use directions induced by other norms. We analyze a single-loop multi-objective method combining a norm-constrained linear minimization oracle with entropic updates of task weights. For any finite-dimensional norm pair, we establish an $O(T^{-1/2})$ ergodic stationarity rate in the deterministic setting, deriving the required trajectory gradient bound from smoothness and lower-boundedness in the unregularized case. With stochastic gradients and a bounded-gradient assumption, one persistent blended-gradient momentum buffer yields an $O(T^{-1/4})$ rate whose leading term has no explicit dependence on the number of tasks. We also establish static regret for the inner weighting objective on arbitrary bounded gradient sequences and, with entropy regularization and a weight floor, iteration-wise inner-gap control after burn-in while retaining ergodic stationarity, conditional on a trajectory gradient bound. The optimal blended gradient can be nonunique in spectral and sign geometries, motivating a selection-independent inner gap. Our analysis extends the spectral construction studied by concurrent MOON to general norms. Experiments compare the method with existing multi-task optimizers and examine its oracle, weighting, and momentum choices.

Recent results [arXiv:2602.04378, arXiv:2602.22608] have established worst-case objective-error lower bounds of order $1/T^2$ after $T$ linear minimization oracle (LMO) calls, matching the upper bound [arXiv:1406.1305] in its dependence on $T$ and thereby resolving a long-standing open question. Upon close inspection, however, both lower bounds are somewhat brittle. The first [arXiv:2602.04378] applies only to the standard Frank--Wolfe algorithm, and, as we show, its prescribed slow exact-line-search trajectories can amplify sufficiently small initialization errors exponentially, corresponding to roughly one additional bit of initialization accuracy per iteration. The second [arXiv:2602.22608] obtains lower bounds for any deterministic LMO-based first-order method via a resisting oracle that adversarially adapts to the queries of the algorithm. In both cases it is conceivable that randomization may circumvent these lower bounds; in particular, neither establishes a lower bound for unrestricted randomized first-order LMO methods. We close this gap by proving an $Ω(L\operatorname{diam}(S)^2/T^2)$ distributional lower bound for randomized first-order linear minimization oracle methods over strongly convex sets. While our construction reuses the family of [arXiv:2602.22608], our proof characterizes the conditional distribution of the hidden permutation after adaptive queries and bounds the expected decrease of a combinatorial statistic controlling optimizer variance. We further show that the same error threshold holds with probability at least $3/4$ and yields a stopping-time tail bound.

Muon has motivated a growing family of optimizers that compose multiple matrix normalizations, but these methods remain fragmented and lack a unified perspective. We introduce chained linear minimization oracles (chained LMOs), which cast these methods as compositions of LMOs. Despite their empirical success, many chains fall outside the standard LMO framework and can diverge on smooth convex objectives. To explain why composition can nevertheless help, we turn to linear associative memory and show that chaining can improve over Muon under anisotropic embeddings. Empirically, we propose TensorChain, a novel optimizer within the framework that stacks compatible weight matrices across different layers and normalizes the 3d tensor across its axes. In Qwen3 0.6B and 1.7B pretraining, TensorChain outperforms all chained baselines in average token efficiency, with average token savings of 9.6% over Muon at matched validation loss.

Can a constant number of linear minimizations per round improve on the $T^{3/4}$ regret rate of online Frank-Wolfe on general convex sets? Weibel et al. conjectured that fixed-coefficient methods cannot. We prove their conjecture and extend the lower bound to every deterministic learner in an oracle-only model. The learner receives an initial feasible point and a diameter bound, and must remain feasible on every domain consistent with its oracle replies. For $T$ rounds, at most $b$ calls between decisions, diameter bound $D$, and gradient norm bound $L$, we construct an instance in dimension $d=2b(T-1)+1$ with regret at least $2^{-1/4}LDb^{-1/4}T^{3/4}$. The adversary fixes the domain, initial point, deterministic tie rule and linear losses before play. The vertices form a path on which every point available before a decision has zero current loss, while the final vertex has negative loss on every round. For constant $b$, the result matches the known upper rate for dimension-independent guarantees. For one-call fixed schedules with a nonzero coefficient on the newest gradient, a second construction gives regret at least $3LDT^{3/4}/4$ with unique minimizers at every issued query. Exact-arithmetic certificates for the tuned schedule of Weibel et al. closely match their finite-horizon numerical worst cases, with unique oracle replies.

The local linear minimization oracle (Ferris and Zavriev, 1996; arXiv:2605.08850), or Local LMO, solves constrained convex problems without having to compute a projection: it minimizes a linear model over the intersection of the feasible set with a ball around the current iterate. We show that, whenever the ball radius does not exceed the Polyak radius, the Local LMO step is the Euclidean projection of the current iterate onto the intersection of the feasible set with a half-space that separates the iterate from the solution set; this projection is nonetheless computable by a linear oracle alone. We demonstrate that Local LMO belongs to a broader family of projection methods which may be indexed by the depth of the localizing half-space. For objectives with $\vartheta$-Hölder continuous gradient, every method from this family whose half-space lies sufficiently deep drives the best of its first $K$ iterates to optimality at the universal rate $\mathcal{O}(K^{-(1+\vartheta)/2})$, matching the non-accelerated universal gradient method of Nesterov (2015). Run at the Polyak radius, Local LMO attains the same rate when the constrained optima are also unconstrained ($\|\nabla f(x_\star)\| = 0$), and the rate $\mathcal{O}(K^{-1/(2-\vartheta)})$ otherwise.

We characterize the regret attainable in online convex optimization when access to the feasible set is limited to an exact linear optimization oracle. The learner is given an inscribed ball and a diameter bound and must remain feasible on every consistent instance. For convex $G$-Lipschitz losses, diameter at most $D$, a total allowance of $Q$ oracle calls, and a strict limit of $B$ calls per round, the dimension-free minimax expected regret is $Θ(GD\max\{\sqrt T,T/(1+\min\{Q,BT\})^{1/4}\})$. The lower bound applies to arbitrary randomized learners. Universal feasibility first forces each action into the hull of the supplied ball and the preceding oracle replies. A fixed-body construction then couples fresh phase directions to a shared simplex, making useful replies costly repeatedly even though all losses have a common minimizer. A counted approximate-gradient method with interleaved blocks attains the matching rate. Total-budget and strict per-round guarantees follow as special cases, including the $T^{3/4}$ rate with one call per round and the quadratic total budget needed for $\sqrt T$ regret. For prescribed smoothness $β$, an analytic construction yields a curvature-dependent lower bound and identifies the threshold above which the general characterization remains sharp.

Optimizer selection for large-scale model training has become a system-level design decision constrained jointly by compute, memory, tuning budget, and task diversity, yet the landscape of over one hundred methods remains fragmented. We therefore present OmniOpt, a unified survey and benchmark cookbook of optimizers for the research community. OmniOpt rests on four coupled components. First, we treat every optimizer update as a structured transformation through a five-stage meta-pipeline, and show that most methods engage only one or two of these stages. Second, we use norm-constrained linear minimization oracles (LMOs) to unify different optimizers. Third, these two views ground a dual-dimension taxonomy, one dimension assigning each method to a mechanism family and the other recording the measurable training objectives it aims to improve. Fourth, and at the core of this paper, we instantiate the full taxonomy in a unified cross-domain benchmark spanning representative optimizers, model scales, and training regimes from language model pretraining to image classification, systematically analyzing each method family across multiple effect objectives and laying out their trade-offs. OmniOpt thus supplies the research community with an operational coordinate system for selecting optimizers under explicit mechanism and objective assumptions, and charts a direction for the future development of the optimizer community.

Modern optimizers, like Muon, impose matrix-wise geometry constraints on their updates. These matrix-wise constraints can be unified under Linear Minimization Oracle (LMO) theory. However, all current methods impose fixed LMO geometries for the update rules, chosen by-design or empirically, which are not necessarily optimal according to the problem's geometry. We introduce a novel efficient datadriven criterion for dynamically choosing proxy-optimal update LMO geometries on individual Deep Neural Network layers. Derived in closed form from gradient and activation statistics using a single-step random feature regression surrogate model, our criterion navigates a design space interpolating from SGD to Muon updates. Moreover, integrating parameter-wise preconditioning allows our framework to recover SGD, Muon, Adam, and MuAdam as specific extrema. To make this adaptive approach scalable, we pair it with efficient computational strategies, achieving only a $\sim$ 3% runtime overhead on highly optimized baselines. As a proof of concept, we show that this data-driven optimizer beats or remains competitive with the performance of the best performing optimizer between Muon and AdamW across three different training scenarios. Ultimately, this work provides evidence that LMO geometry can be successfully and efficiently adapted from runtime data, opening a new pathway for optimizer design beyond static geometries.

Muon has recently emerged as a strong alternative to AdamW for training neural networks, with encouraging large-scale pretraining results and growing evidence that matrix-structured updates can be faster in practice. Yet Muon, and more generally Linear Minimization Oracle (LMO) based methods, are typically used synchronously. This is problematic in heterogeneous distributed systems, where workers complete gradient computations at different speeds and synchronous training must repeatedly wait for slower workers. In this work, we introduce Ringmaster LMO, an asynchronous LMO-based momentum method for unconstrained stochastic nonconvex optimization. Our method builds on the delay-thresholding idea of Ringmaster ASGD. For SGD-type methods, Ringmaster ASGD achieves optimal time complexity by discarding overly stale gradients. Ringmaster LMO extends this mechanism to general LMO-based updates. We establish convergence guarantees under generalized $(L_0, L_1)$-smoothness and further develop a parameter-agnostic variant with decreasing stepsizes and adaptive delay thresholds. Finally, we translate our iteration guarantees into time complexity bounds under heterogeneous worker computation times. In the classical Euclidean smooth setting, these bounds recover the optimal time complexity of Ringmaster ASGD. Experiments on stochastic quadratic problems and NanoChat language-model pretraining show that the advantages of Ringmaster LMO grow with system heterogeneity and that the method outperforms strong synchronous and asynchronous baselines.

Recent optimizers such as Lion and Muon have demonstrated strong empirical performance by normalizing gradient momentum via linear minimization oracles (LMOs). While variance reduction has been explored to accelerate LMO-based methods, it typically incurs substantial computational overhead due to additional gradient evaluations. At the same time, the theoretical understanding of LMO-based methods remains fragmented across unconstrained and constrained formulations. Motivated by these limitations, we propose LMO-IGT, a new class of stochastic LMO-based methods leveraging implicit gradient transport (IGT). We further introduce a unified framework for stochastic LMO-based optimization together with a new stationarity measure, the regularized support function (RSF), which bridges gradient-norm and Frank--Wolfe-gap notions within a common framework. By evaluating stochastic gradients at transported points, LMO-IGT accelerates convergence while retaining the single-gradient-per-iteration structure of standard stochastic LMO. Our analysis establishes that stochastic LMO achieves an iteration complexity of $\mathcal{O}(\varepsilon^{-4})$, variance-reduced LMO achieves $\mathcal{O}(\varepsilon^{-3})$ at the cost of additional gradient evaluations, and LMO-IGT achieves $\mathcal{O}(\varepsilon^{-3.5})$ using only a single stochastic gradient per iteration. Empirically, LMO-IGT consistently improves over stochastic LMO counterparts with negligible overhead. Among its instantiations, Muon-IGT achieves the strongest overall performance across evaluated settings, demonstrating that IGT provides an effective and practical acceleration mechanism for modern LMO-based optimization.

Hyperparameter transfer has become an important component of modern large-scale training recipes. Existing methods, such as muP, primarily focus on transfer between model sizes, with transfer across batch sizes and training horizons often relying on empirical scaling rules informed by insights from timescale preservation, quadratic proxies, and continuous-time approximations. We study hyperparameter scaling laws for modern first-order optimizers through the lens of recent convergence bounds for methods based on the Linear Minimization Oracle (LMO), a framework that includes normalized SGD, signSGD (approximating Adam), and Muon. Treating bounds in recent literature as a proxy and minimizing them across different tuning regimes yields closed-form power-law schedules for learning rate, momentum, and batch size as functions of the iteration or token budget. Our analysis, holding model size fixed, recovers most insights and observations from the literature under a unified and principled perspective, with clear directions open for future research. Our results draw particular attention to the interaction between momentum and batch-size scaling, suggesting that optimal performance may be achieved with several scaling strategies.

In this article, we explore the use of various matrix norms for optimizing functions of weight matrices, a crucial problem in deep learning. Moving beyond the spectral norm that underlies the Muon update, we leverage the duals of the Ky Fan norms to introduce the Fanion family of linear minimization oracle (LMO) algorithms, which are closely related to Muon, $ν$-SAM, and Dion. Staying inside the LMO, we construct the families of F-Fanions and S-Fanions, whose updates are convex combinations of the updates of Fanions and Normalized SGD or SignSGD, respectively. The most promising algorithms in these families are F-Muon and S-Muon. By conducting an extensive empirical study of all three algorithm families across a wide range of tasks and settings, we demonstrate that F-Muon and S-Muon consistently match Muon's performance, while outperforming Muon on a synthetic smooth convex problem.

We develop new accelerated first-order algorithms in the Frank-Wolfe (FW) family for minimizing smooth convex functions over compact convex sets, with a focus on two prominent constraint classes: (1) polytopes and (2) matrix domains given by the spectrahedron and nuclear-norm balls. A key technical ingredient is a complementarity condition that captures solution sparsity---face dimension for polytopes and rank for matrices. We present two algorithms: (1) a purely linear optimization oracle (LOO) method for polytopes that has optimal worst-case first-order (FO) oracle complexity and, aside of a finite burn-in phase and up to a logarithmic factor, has LOO complexity that scales with $r/\sqrtε$, where $ε$ is the target accuracy and $r$ is the solution sparsity (independently of the ambient dimension), and (2) a hybrid scheme that combines FW with a sparse projection oracle (e.g., low-rank SVDs for matrix domains with low-rank solutions), which also has optimal FO oracle complexity, and after a finite burn-in phase, only requires $O(1/\sqrtε)$ sparse projections and LOO calls (independently of both the ambient dimension and the sparsity level of optimal solutions). Our results close a gap on how to accelerate recent advancements in linearly-converging FW algorithms for strongly convex optimization, without paying the price of the dimension.