Related papers: Convergence of Spectral Descent for Non-smooth Opt…

Nonsmooth sparsity constrained optimization encompasses a broad spectrum of applications in machine learning. This problem is generally non-convex and NP-hard. Existing solutions to this problem exhibit several notable limitations,…

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective…

Large language model pre-training typically exhibits a two-phase trajectory: a fast initial loss drop followed by a prolonged slow improvement. We identify an underlying spectral phenomenon, Stability of Singular Distribution (SoSD), where…

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…

The Muon optimizer, a matrix-structured algorithm that leverages spectral orthogonalization of gradients, is a milestone in the pretraining of large language models. However, the underlying mechanisms of Muon -- particularly the role of…

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…

The Muon optimizer has demonstrated remarkable empirical success in handling matrix-structured parameters for training neural networks. However, a significant gap remains between its practical performance and theoretical understanding.…

Because diffusion models have shown impressive performances in a number of tasks, such as image synthesis, there is a trend in recent works to prove (with certain assumptions) that these models have strong approximation capabilities. In…

This letter investigates the convergence and concentration properties of the Stochastic Mirror Descent (SMD) algorithm utilizing biased stochastic subgradients. We establish the almost sure convergence of the algorithm's iterates under the…

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Optimization with matrix gradient orthogonalization has recently demonstrated impressive results in the training of deep neural networks (Jordan et al., 2024; Liu et al., 2025). In this paper, we provide a theoretical analysis of this…

$L_0$-smoothness, which has been pivotal to advancing decentralized optimization theory, is often fairly restrictive for modern tasks like deep learning. The recent advent of relaxed $(L_0,L_1)$-smoothness condition enables improved…

In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…

Physics-informed neural networks and neural operators often suffer from severe optimization difficulties caused by ill-conditioned gradients, multi-scale spectral behavior, and stiffness induced by physical constraints. Recently, the Muon…

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

Muon updates matrix parameters via the matrix sign of the gradient and has shown strong empirical gains, yet its dynamics and scaling behavior remain unclear in theory. We study Muon in a linear associative memory model with softmax…

We study the problem of minimizing a relatively-smooth convex function using stochastic Bregman gradient methods. We first prove the convergence of Bregman Stochastic Gradient Descent (BSGD) to a region that depends on the noise (magnitude…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

The growing adoption of spectrum-aware matrix-valued optimizers such as Muon and Shampoo in deep learning motivates a systematic study of their generalization properties and, in particular, when they might outperform competitive algorithms.…