Difference-of-Convex Optimization via Inexact Smoothing Descent Methods: Difference of High-Order Moreau Envelopes
arXiv:2606.30991
2026
Optimization
1 ideas extracted · analyzed Aug 29, 2026
What the math gives to ML
The paper develops a constructive smoothing framework for difference-of-convex objectives using differences of high-order Moreau envelopes, together with inexact proximal solves and descent guarantees. The transferable asset is that a nonsmooth or unstable DC objective is replaced by a differentiable surrogate whose gradient is obtained from two proximal points, while the proximal subproblems may be solved only approximately. This suggests a neural optimizer for explicitly DC parameter objectives or DC local surrogates, especially when sparsity, capped penalties, pruning, or other nonconvex regularizers make direct minibatch gradients erratic. A continuation strategy is important because smoothing can create extra critical points: the paper's example shows one original stationary point expanding into an interval under smoothing.
Ideas from this paper
Unverified
2026
Represent a parameter objective locally as a difference of convex terms, compute approximate proximal points for both terms, and update parameters using the difference of their high-order Moreau-envelope gradients rather than the raw DC gradient. Start with the quadratic case p=2, then test p=4 as a sharper penalty for large proximal residuals; solve each proximal subproblem with a small fixed number of inner steps and decrease the smoothing scale during training.
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