Nonconvex

We revisit median-of-means estimation from a deterministic optimization viewpoint and develop a family of block-Lp estimators for robust learning with heavy-tailed and adversarially corrupted data. In a block contamination model with at least a fraction 1 minus epsilon of good blocks, we first show that every convex block M-estimator has worst-case robustness constant at least 1 divided by 1 minus 2 epsilon. This matches the classical median-of-means bound and proves that the trimmed-block oracle constant 1 divided by 1 minus epsilon cannot be attained within the convex class. We then introduce a nonconvex block-Lp family for p between 0 and 1 and derive finite-sample deterministic robustness bounds for all global minimizers. As p decreases from 1 toward 0, these bounds continuously approach the trimmed-block oracle constant. For sufficiently small p, the global minimizers coincide with those of the oracle under a mild separation condition. We also show that the block-Lp objectives have a benign landscape, with all local minima remaining close to the truth and no bad basins. Combining these results with block-level concentration yields sub-Gaussian deviation bounds under finite 2 plus delta moments and high-dimensional extensions to robust mean estimation and sparse regression.

Multi-objective bilevel optimization has wide applications in the AI area such as automated learning and multi-task meta-learning. Although recently some works have been begun to study the multi-objective bilevel optimization, the proposed methods rely on the (strongly) convex lower level problems. In fact, these multi-objective bilevel learning problems are generally nonconvex, and particularly their lower level problems are nonconvex. To fill this gap, we propose a class of Multi-Objective Moreau Envelope based Hessian-free Algorithms (MOMEHA) to solve the multi-objective bilevel learning problems with nonconvex lower level. Specifically, our method uses the Moreau envelope to convert the original problem into a multi-objective single-level optimization with an envelope constraint. In particular, our method retains computational advantages of being single-loop and Hessian-free in the multi-objective setting by incorporating a smooth weighted Tchebycheff scalarization. Furthermore, we propose a momentum-based variant of MOMEHA (i.e., MB-MOMEHA) method to solve the stochastic multi-objective bilevel learning problems. In theory, we provide the convergence properties of our algorithms under both deterministic and stochastic setting. Some experiments on few-shot meta-learning and neural architecture search demonstrate that our methods outperform the existing approaches in Pareto front, validating its effectiveness and robustness.

For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.~is an iteration-efficient approach, based on minimizing Fletcher's augmented Lagrangian function, for finding an approximate second-order stationary point from an arbitrary starting point. In this paper, the analysis of this algorithm is extended, offering a two-fold contribution. First, it is shown that a local-linear rate of convergence can be obtained by this method if it is initiated sufficiently close to a strong second-order stationary point and employs a sufficiently small step-size parameter and sufficiently large penalty parameter. In this case, the algorithm reduces to a gradient descent algorithm applied to minimize Fletcher's augmented Lagrangian. Second, as a particularly useful application of the first result, it is shown that the Gradient-Eigenstep algorithm can be used as an iteration-efficient subproblem solver in the context of a progressive sampling strategy for solving equality-constrained optimization problems when the objective and constraint functions are defined by large sample averages, ultimately offering an algorithm with an improved worst-case sample complexity when compared to an approach that solves a full-sample problem directly.

We study constrained statistical learning over infinite-dimensional hypothesis classes in the fully nonconvex setting, and establish universal PACC learnability of the solutions of dual algorithms: Probably Approximately Correct on Constraints, guaranteeing optimality and constraint satisfaction at once. This strengthens near-PACC results, whose feasibility residual no amount of data can remove. Optimality is caught between generalization, governed by Rademacher complexity and favoring small classes, and strong Lagrangian duality, which rests on Lyapunov convexity for vector measures and needs decomposability, a demand pulling the other way. We reconcile the two by posing the population problem over a universal RKHS $\mathcal{H}_K$, dense in a decomposable envelope, and learning over norm balls of growing radius. This yields the Tikhonov complexity $\mathfrak{T}^{\varepsilon}_{n}$, the least RKHS norm reaching an $\varepsilon$-optimal Lagrangian level set; we prove it finite, obtain exact learnability of the optimal value, and make the sample threshold explicit and polynomial in $1/\varepsilon$ under a source condition. Feasibility is harder: absent convexity the Lagrangian may not attain its infimum, and dual information pins down only an averaged constraint-risk vector, not the risks of any returned predictor. We introduce the closure-realization gap $\varepsilon^\star_\infty$, an index of how well $\mathcal{H}_K$ retrieves feasible solutions from dualization; it is a property of the problem, not of a modeling choice. Learnability is exact when $\varepsilon^\star_\infty=0$, in particular under dual differentiability, and near-PACC with residual exactly $\varepsilon^\star_\infty$ otherwise. Finally, no distribution-free threshold exists already in the unconstrained specialization, so universality is the canonical frame for dual algorithms over large hypothesis classes.

In this paper, we consider a class of multiblock nonconvex nonsmooth optimization problems, which covers many applications such as the analysis of pre-earthquake anomalies and machine learning. To solve this class of problems, we propose the inertial block proximal linearized method with two-phase adaptive momentum (IBPL$^+$-TP). Compared to the current methods, our method possesses three main advantages: (1) it introduces a two-phase adaptive momentum strategy to effectively update the extrapolation parameters, (2) it allows using two different extrapolation points to accelerate the convergence, (3) it allows the extrapolation parameters of these two extrapolation points to be independent of and unconstrained by all other parameters. While maintaining the above advantages, we prove that our method ensures the monotonic convergence of the objective function of this class of problems, and we also prove that the sequence generated by our method globally converges to a critical point, as well as establish the convergence rate of our method. To demonstrate the effectiveness of our method, we apply it to solve two nonconvex and nonsmooth machine learning problems, namely sparse nonnegative matrix factorization with $\ell_0$-constraints and sparse nonnegative CP decomposition with $\ell_0$-constraints. The numerical experimental results on solving these problems show that our method outperforms several state-of-the-art methods.

This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function. We target a broad class of integrands obeying a nonsmooth, localized variant of the descent lemma in the decision variable, a structural assumption that simultaneously covers smooth losses with Lipschitz gradient and differences of such losses with convex functions. At each iteration the expected cost is replaced by a sample average that is progressively refined, and the proximal-subgradient stepsize is selected by an Armijo-type line search enforcing a sufficient-decrease property up to stochastic errors induced by the sample-based approximation. This framework accommodates substantially more general problem formulations than existing methods, in particular, it requires neither (weak) convexity of the regularizer nor a uniform bound on the variance of the stochastic oracle, and our analysis yields convergence guarantees that are new even in the smooth setting. Specifically, we establish almost sure convergence of the sequence of function values and stationarity of every accumulation point of the trajectories under the relaxed requirement that the sample-size sequence be merely nondecreasing and unbounded, with no prescribed growth rate. Leveraging the Kurdyka-Lojasiewicz (KL) property, we further upgrade this subsequential guarantee to convergence of the whole trajectory to a single stationary point. Finally, for exponential-type KL desingularizing functions and polynomially growing sample sizes, we derive explicit polynomial convergence rates, up to a logarithmic factor, for both the function values and the iterates.

We study stochastic composite nonconvex optimization over a compact convex set when gradient samples arrive along a single trajectory of a fixed ergodic Markov chain. Existing single-trajectory variance-reduction theory covers smooth unconstrained objectives; we address the projection-free composite setting using the generalized Frank-Wolfe gap. We propose MC-ALFCG, which combines a momentum conditional-gradient method with coupled capped multilevel Monte Carlo estimation and per-iteration clipping. The deepest nested average uses consecutive states from the same trajectory, yielding conditional bias $O(τ_{\mathrm{mix}}/T)$ uniformly over the starting state, while coupling controls the gradient-difference second moment through the iterate displacement. Clipping enforces the pathwise bounds needed by the adaptive analysis. We reduce the Markovian recursion to its independent-sampling counterpart under $σ^2\mapsto 2ΛG_σ^2$ and $L^2\mapsto 2ΛL^2$, where $Λ=O(τ_{\mathrm{mix}}\log T)$. For positive centered noise, the tuned method achieves expected sample complexity $\widetilde{O}((τ_{\mathrm{mix}}^2G_σ+τ_{\mathrm{mix}}^{5/2}G_σ^2)\varepsilon^{-3}+τ_{\mathrm{mix}}^5\varepsilon^{-2})$. The exactly noiseless specialization achieves $\widetilde{O}(\varepsilon^{-2})$ with mixing-time-free constants, while a mixing-time-oblivious variant achieves $\widetilde{O}(τ_{\mathrm{mix}}^6\varepsilon^{-3}+τ_{\mathrm{mix}}^3\varepsilon^{-2})$. All guarantees are in expectation under a fixed transition kernel. Controlled numerical studies examine dependence sensitivity, a nonconvex composite instance, and clipping behavior.

We introduce RELTA-SGLD, a taming scheme that stabilizes superlinear stochastic-gradient updates while reducing unnecessary suppression of the original learning drift. A threshold determines where the taming turns on, while a relative-growth principle derived from the one-step Lyapunov stability condition determines the required taming strength. Together, they produce a lighter $λ$-scale denominator and preserve a nonvanishing far-tail return. As a consequence, we prove polynomial moment stability and first-order stationary accuracy in both $W_1$ and $W_2$ for nonconvex SGLD with superlinearly growing stochastic-gradient oracles, improving the corresponding half-order and quarter-order bounds for comparable stochastic-gradient tamed schemes. On Fashion-MNIST under active stabilization pressure, RELTA improves the mean learning metrics over both untamed SGLD and TUSLA and remains competitive with a tuned AdamW reference. In an ordinary-training regime, its lighter localized denominator reduces unnecessary perturbation of the original update and maintains nearly untamed learning dynamics.

We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure. In this class, both the objective and the functional inequality constraints are given by convex Lipschitz outer functions composed with smooth nonlinear inner mappings. The analysis is complicated by constraint violation in a nonconvex functional inequality system and by the lack of an a priori bound on the multipliers. To address these issues, we restrict the dual variable to an auxiliary compact set and analyze a smoothed prox-linear augmented Lagrangian method through a nonsmooth nonconvex-concave minimax reformulation. The main contribution is a finite-time mechanism for converting stationarity of the truncated minimax problem into a KKT certificate for the original constrained problem. We show that, for a sufficiently large penalty parameter, all but a controlled number of iterates enter a near-feasible region. On this region, a local conic regularity condition uniformly bounds the associated prox-linear multipliers and thereby makes the artificial dual truncation inactive at the selected iterates. Building on this mechanism, we establish explicit convergence rates for the proposed method in terms of the KKT residual. With dual regularization, a global dual error bound together with a bias-balancing argument gives an $O(K^{-1/3})$ rate. In the unregularized case, under additional local structural assumptions including piecewise linearity of the outer functions, a local dual error bound yields the sharper $O(K^{-1/2})$ rate.

Solving multi-agent optimal control problems in aerospace such as pursuit-evasion and contested space operations can be modeled as non-convex differential games for which, there are limited algorithms. In this work, a relaxation of generalized Nash Equilibrium problems (GNEPs) to exclude inter-agent control coupling in dynamics, which is representative of many multi-agent systems is introduced. The main contribution is an algorithm for solving a broad class of differential games named FALCON: Fast Augmented Lagrangian Convexification for Open-loop Nash equilibria is presented. Methodologically, sequential convex programming (SCP) is utilized to create tractable convex sub-games which can then be solved via standard convex programming methods involving a potential game reformulation. FALCON is demonstrated to have global convergence guarantees to an open-loop Nash equilibrium for non-convex differential games under mild assumptions. This is numerically shown through both cooperative and competitive differential games.

We analyze Bregman ADMM for nonconvex linearly constrained problems under two-sided relative smoothness, a condition that replaces the standard Lipschitz gradient assumption with a Hessian comparison relative to a Bregman kernel. This setting covers polynomial objectives arising in matrix and tensor models for which a global Lipschitz-gradient constant need not exist. We show that on an invariant open state-space domain, one iteration of Bregman ADMM defines a smooth primal--dual fixed-point map whose strict-saddle KKT points are unstable fixed points; consequently, from random initialization the iterates converge to a strict saddle with probability zero. Combined with existing first-order convergence results, this yields almost-sure second-order stationarity of limiting KKT points. We extend the analysis to a multi-block star consensus formulation for distributed optimization. The technical novelty lies in a determinant reduction with a Bregman-specific symmetrization and scaling step in the two block spectral argument, together with a null space cancellation exploiting the star graph structure in the consensus case. Numerical experiments on distributed matrix factorization illustrate the theory, and a symmetric tensor factorization example demonstrates the broader Bregman proximal splitting idea beyond the separable consensus setting.

We study the problem of finding stationary points of non-convex functions when access to the objective is provided only through a comparison oracle that, given two points, outputs which has the larger function value. For a twice differentiable $f\colon\mathbb R^n\to\mathbb R$ with Lipschitz gradient and Hessian, we develop an algorithm that visits an $ε$-stationary point using $\widetilde O(n^2/ε^{1.5})$ queries. Our approach uses a subroutine that estimates the normalized Hessian to accuracy $δ$ using $\widetilde O(n^2\log(1/δ))$ queries. We further study this problem with a quantum comparison oracle model where queries can be made in superpositions, and develop the first quantum algorithm that finds an $ε$-stationary point, which takes $\widetilde O(n/ε^{1.5})$ queries.

We study differentially private (DP) regression in settings where each data sample includes public, non-sensitive features -- common in applications such as recommendation and advertising systems. While such label-DP or semi-sensitive-feature settings have been primarily explored in the context of classification, effective approaches for regression remain underexplored. We introduce Cond-DP, a conditioned variant of DPSGD that leverages the structure of public feature matrices to improve optimization under privacy constraints. Motivated by the observation that these public features often exhibit rapidly decaying spectra, Cond-DP incorporates a data-driven conditioning matrix to reshape the optimization landscape and accelerate convergence. We provide convergence guarantees for convex, strongly convex, and non-convex settings, and recover standard DPSGD as a special case when the conditioning matrix is the identity. We show how to construct an effective conditioning matrix for Cond-DP directly from public features, enabling provably faster convergence than DPSGD in private linear regression without incurring additional privacy cost. Empirically, Cond-DP with this conditioning matrix consistently outperforms state-of-the-art baselines across a wide range of datasets and model architectures under label DP, demonstrating strong and robust performance in practice.

The existing optimizers for deep neural networks (DNNs) typically rely on either the $\ell_2$ norm or the $\ell_\infty$ norm, resulting in optimizers that do not adapt well to substantial changes in curvature across parameter dimensions. Generally, the training process of DNNs often exhibits strong curvature anisotropy in the early period, whereas in the later period, the training process of DNNs tends to move toward flatter regions with weaker anisotropy. Particularly, optimizers based on the $\ell_2$-norm are usually dominated by high-curvature directions, restricting updates of optimizers along with lower curvature direction and thus leading to a slower convergence rate. While optimizers based on the $\ell_\infty$-norm are prone to oscillations in flatter regions, due to the coordinate-wise updates of the same magnitude. To address these two extreme cases generated by $\ell_2$ and $\ell_\infty$ norms, we propose a novel $\ell_p$-norm scheme with a dynamical value of $p$ and incorporate it into stochastic gradient descent (SGD) and SGD with momentum (SGDM), leading to two novel optimizers with better generalization performance: ${\ell_p}$-SGD (LPSGD) and ${\ell_p}$-SGDM (LPSGDM). Particularly, the resulting optimizers suppress the dominance of high-curvature directions in the early period by utilizing a large $p$ ($p>2$), followed by a gradual decrease of $p$ toward 2 to enable more stable and refined updates, where the latter process is motivated by the cosine annealing strategy. We establish theoretical guarantees of the resulting algorithms and analyze that both LPSGD and LPSGDM achieve an $O(T^{-1/2})$ convergence rate for the nonconvex setting. Extensive experiments are conducted on benchmark datasets, including CIFAR-10, CIFAR-100, and ImageNet-1K, with multiple DNNs such as VGG-11, ResNet-18, and ResNet-50.

A new class of asynchronous adaptive first-order optimization methods is introduced, comprising asynchronous variants of several popular algorithms. Versions of these methods using momentum and/or inexact normalization are also considered. The convergence of methods in the class on non-convex functions is analyzed in a fully stochastic setting, and is shown to be (up to logarithmic factors) of order O(1/sqrt{t}) under reasonable assumptions. Numerical experiments suggest that such asynchronous adaptive algorithms are very relevant in heterogeneous large-scale machine learning systems.

This paper considers the nonconvex nonsmooth problem in which the objective function is Lipschitz continuous. We focus on the stochastic setting where the algorithm can access stochastic function value evaluations with heavy-tailed noise, which is prevalent in many popular machine learning applications. We propose a stochastic zeroth-order algorithm that refines the framework of online-to-nonconvex conversion by clipping the two-point gradient estimator. The theoretical analysis shows that our algorithm can find a $(δ, ε)$-Goldstein stationary point with zeroth-order oracle complexity of ${\mathcal O}(d^{\frac{p}{2(p-1)}}δ^{-1}ε^{-\frac{2p-1}{p-1}})$, where $d$ is the problem dimension and $p\in(1,2]$ is the order of bounded moments. Note that our dependence on dimension $d$ matches the best-known results of stochastic zeroth-order optimization for finding the sub-optimal solution of a stochastic convex nonsmooth problem. In addition, our dependence on accuracy parameters $δ$ and $ε$ is consistent with that of the best-known stochastic first-order algorithms for stochastic nonconvex nonsmooth problems. Finally, we conduct numerical experiments to demonstrate the effectiveness of the proposed method.

This paper develops a fast numerical dual control for exploration and exploitation (DCEE) method to address auto-optimization problems in unknown environments. In auto-optimization problems, the optimal operating condition is unknown a priori and may vary with the environment. As in classical dual control techniques, computational burden remains a major concern in DCEE for active learning. Existing DCEE methods provide a principled exploration-exploitation objective, but mainly realized through standard optimization packages or explicit gradient-type update laws, where the numerical structure of the DCEE has not been fully exploited. This paper shows that the reward function in DCEE has an inherent convex-over-nonlinear structure, where the exploitation and exploration terms form a unified nonlinear residual map equipped with a convex outer loss. Benefiting from this structure, a structure-exploiting numerical method is developed by linearizing only the nonlinear residual map while preserving the convex outer loss. Thus, each subproblem is transformed into a structured convex form that can be solved reliably. The resulting generalized Gauss-Newton Hessian approximation is positive semidefinite and depends only on first-order derivatives, thereby supporting fast online computation. The proposed method is evaluated on a vehicle cruising auto-optimization problem and compared with existing methods. Simulation and hardware-in-the-loop experimental results show that the proposed method improves control performance and achieves a speedup of approximately one order of magnitude, with a microsecond-level maximum computation time of only 83 μs on a typical vehicle embedded CPU.

We study nonconvex stochastic optimization under the Blum-Gladyshev ($\mathsf{BG}$-0) noise model, where the stochastic gradient variance grows quadratically with the distance from the initialization. We consider this problem under both standard smoothness and the symmetric generalized-smoothness framework, which captures objectives whose local curvature can scale with the gradient norm. We prove that normalized stochastic gradient descent with momentum, using only one stochastic gradient per iteration, converges under $\mathsf{BG}$-0 noise with oracle complexity $O(\varepsilon^{-6})$. This rate holds both for standard smoothness and for $α$-symmetric generalized smoothness, showing that generalized smoothness is rate-neutral for normalized momentum in this setting. We then study a variance-reduced normalized STORM method. Under mean-square smoothness and sharp initialization, the method achieves the minimax optimal $O(\varepsilon^{-4})$ complexity, matching the lower bound. Under expected $α$-symmetric generalized smoothness, the STORM recursion couples gradient-dependent smoothness with distance-dependent noise, leading to complexity $O(\varepsilon^{-(4+α)})$ for $α\in(0,1)$ and $O(\varepsilon^{-5})$ for $α=1$. When the distance-growth parameter in the noise model vanishes, our guarantees recover the standard bounded-variance rates: $O(\varepsilon^{-4})$ for momentum, $O(\varepsilon^{-3})$ for variance reduction, and $O(\varepsilon^{-2})$ in the deterministic case. To our knowledge, these are the first convergence guarantees for normalized methods in non-convex stochastic optimization under $\mathsf{BG}$-0 noise without bounded domains, increasing batch sizes, or explicit anchoring, covering both standard and generalized smoothness regimes.

We study the query complexity of min-max optimization of a nonconvex-nonconcave function $f$ over $[0,1]^d \times [0,1]^d$. We show that, given oracle access to $f$ and to its gradient $\nabla f$, any algorithm that finds an $\varepsilon$-approximate stationary point must make a number of queries that is exponential in $1/\varepsilon$ or $d$.

The escalating complexity of modern machine learning necessitates solving challenging non-convex optimization problems, particularly in high-dimensional regimes and scenarios contaminated by gross outliers. Traditional approaches, relying on convex relaxations or specialized local search heuristics, frequently succumb to suboptimal local minima and fail to recover the true underlying discrete structures. In this paper, we propose treating these non-convex challenges as a global search problem and introduce a unified framework based on Quantum-Inspired Evolutionary Optimization (QIEO). By leveraging a probabilistic representation inspired by quantum superposition, QIEO maintains a global view of the search space, enabling it to tunnel through local optima that trap conventional gradient-based and greedy solvers. We comprehensively evaluate QIEO across diverse non-convex applications, including sparse signal recovery (gene expression analysis and compressed sensing) and robust linear regression. Extensive benchmarking against state-of-the-art continuous solvers (ADAM, Differential Evolution), classical metaheuristics (Genetic Algorithms), and specialized non-convex algorithms (Iterative Hard Thresholding) demonstrates that QIEO consistently achieves superior structural fidelity, lower mean squared error, and enhanced robustness without support inflation. Our findings suggest that embracing a quantum-inspired global search provides a resilient, unified paradigm for overcoming the inherent intractability of discrete nonconvex machine learning landscapes.

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often require additional regularization to mitigate nonconvexity, even though such regularization is often unnecessary in practice. Moreover, most analyses rely on problem-specific arguments that are difficult to generalize to more complex settings. In this paper, we develop a theoretical framework for studying nonconvex procedures across a broad class of low-rank matrix estimation problems. Rather than focusing on a specific model, we reveal a fundamental mechanism that explains why nonconvex procedures can behave well in low-rank estimation. Our key device is a {\it benign regularizer} that does not alter the original update rule, but yields an equivalent locally strongly convex formulation of the algorithm. This perspective uncovers a disguised convexity inherent in the nonconvex procedure and provides a new route to theoretical guarantees for nonconvex low-rank matrix estimation.

Gromov--Wasserstein optimal transport (GWOT) aligns metric measure spaces by matching their within-domain relational structures, but large-scale GWOT remains challenging because its objective is nonconvex and projection onto the transport polytope is often solved only approximately in practice. This leads to a gap between practical projected-gradient implementations and convergence theory, which typically assumes exact projections. For squared-loss GWOT, we propose an inexact projected-gradient framework with a verifiable feasibility-residual-based inexact condition for the projection subproblem. This condition is directly computable and avoids unknown quantities such as the exact projection point. Under this implementable condition, we prove subsequential convergence to stationary points and, with a mild tolerance-decay condition, convergence of the whole sequence. The resulting method retains the simplicity and sparsity of projected-gradient schemes while providing rigorous convergence guarantees, turning projected-gradient methods into a principled and scalable approach for GWOT with provable reliability.

Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood, real-world exploration is often constrained by safety, resource, or imitation requirements. This constrained setting is particularly challenging because entropy maximization lacks additive structure, rendering Bellman-equation-based methods inapplicable. Moreover, scalable approaches require policy parameterization, inducing non-convexity in both the objective and the constraints. To our knowledge, the only prior model-free policy-gradient approach for this setting under general policy parameterization is due to Ying et al. (2025). Unfortunately, their guarantees are limited to weak regret and ergodic averages, which do not imply that the final output is a single deployable policy that is near-optimal and nearly feasible. In this work we take a different approach to this problem, and propose Policy Gradient Penalty (PGP) method, a single-loop policy-space method that enforces general convex occupancy-measure constraints via quadratic-penalty regularization. PGP constructs pseudo-rewards that yield gradient estimates of the penalized objective, subsequently exploiting the classical Policy Gradient Theorem. We further establish the regularity of the penalized objective, providing the smoothness properties needed to justify the convergence of PGP. Leveraging hidden convexity and strong duality, we then establish global last-iterate convergence guarantees, attaining an $ε$-optimal constrained entropy value with $ε$ bounded constraint violation despite policy-induced non-convexity. We validate PGP through ablations on a grid-world benchmark and further demonstrate scalability on two challenging continuous-control tasks.

This paper investigates the deep learning optimization problem with softmax cross-entropy loss. We propose a layer separation strategy to alleviate the strong nonconvexity encountered during training deep networks. For cross-entropy models with fully connected and convolutional neural networks, we introduce auxiliary variables associated with hidden layer outputs and construct corresponding layer separation models, which decompose the original deeply nested optimization problem into a sequence of more manageable subproblems. We also conduct theoretical analyses, proving that the new layer separation loss provides an upper bound for the original cross-entropy loss. Moreover, we design alternating minimization algorithms and prove that, under appropriate conditions, these algorithms exhibit decreasing properties of the loss function. Numerical experiments validate the effectiveness of the proposed methods and indicate improved optimization behavior, especially for fully connected and convolutional neural networks.

Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for constrained diffusion models on generic nonconvex feasible sets $Σ$ that simultaneously enforces equality and inequality constraints throughout the diffusion process. Our framework incorporates both overdamped and underdamped dynamics for forward and backward sampling. A key algorithmic innovation is a computationally efficient landing mechanism that replaces costly and often ill-defined projections onto $Σ$, ensuring feasibility without iterative Newton solves or projection failures. By leveraging underdamped dynamics, we accelerate mixing toward the prior distribution, effectively alleviating the high simulation costs typically associated with constrained diffusion. Empirically, this approach reduces function evaluations and memory usage during both training and inference while preserving sample quality. On benchmarks featuring equality and mixed constraints, our method achieves comparable sample quality to state-of-the-art baselines while significantly reducing computational cost, providing a practical and scalable solution for diffusion on nonconvex feasible sets.

A unified framework for first-order optimization algorithms fornonconvex unconstrained optimization is proposed that uses adaptivelypreconditioned gradients and includes popular methods such as full anddiagonal AdaGrad, AdaNorm, as well as adpative variants of Shampoo andMuon. This framework also allows combining heterogeneous geometriesacross different groups of variables while preserving a unifiedconvergence analysis. A fully stochastic global rate-of-convergenceanalysis is conducted for all methods in the framework, with andwithout two types of momentum, using reasonable assumptions on thevariance of the gradient oracle and without assuming boundedstochastic gradients or small enough stepsize.

Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least $\mathcal{O}(\varepsilon^{-4})$ sample complexity to find an $\varepsilon$-stationary point. Some works indicate that this complexity can be improved to $\mathcal{O}(\varepsilon^{-3})$ when the stochastic loss gradient is Lipschitz continuous. The question of achieving enhanced convergence rates under distinct conditions, remains open. In this work, we address this question for optimization problems that are nonconvex in the minimization variable and strongly concave or Polyak-Lojasiewicz (PL) in the maximization variable. We introduce novel bias-corrected momentum algorithms utilizing efficient Hessian-vector products. We establish convergence conditions and demonstrate a lower iteration complexity of $\mathcal{O}(\varepsilon^{-3})$ for the proposed algorithms. The effectiveness of the proposed method is validated through applications to robust logistic regression and robust adaptive cruise control.

Muon has emerged as a highly effective optimizer for large language model training, often achieving superior convergence and performance compared with the widely adopted Adam and AdamW optimizers. Nevertheless, Muon is prone to training instability due to its spectral flattening, manifested by loss spikes and unbounded growth of model weights. Existing approaches primarily rely on weight or attention-logit clipping, which require architecture-specific modifications and do not directly address instability across all model components. We propose MomentUm SpEctral Clipping (Musec), which replaces Muon's spectral flattening with spectral clipping: rather than setting all singular values of the momentum matrix to approximately one, Musec clips singular values that exceed a threshold while preserving the underlying spectral structure of the momentum. Our strategy provides an optimizer-level, architecture-agnostic mechanism for stabilizing Muon training. Theoretically, we establish convergence guarantees for Musec in nonconvex nonsmooth stochastic optimization. Practically, we develop Soft Musec, an efficient implementation that uses a smooth spectral saturation function approximated by coupled Newton-Schulz iterations. Empirically, Soft Musec consistently improves training stability over existing Muon variants across a wide range of learning rates and model sizes, remaining stable in settings where existing Muon variants diverge while matching their performance under well-tuned configurations.