A counterexample to global convergence of classical DFP under the standard strong Wolfe conditions
arXiv:2608.21708
2026
Optimization
1 ideas extracted · analyzed Aug 29, 2026
What the math gives to ML
The paper gives a constructive failure mode for classical DFP that survives uniformly bounded objective curvature and standard strong-Wolfe line searches: the inverse-Hessian approximation can lose its smallest eigenvalue while its eigenspaces rotate indefinitely. This is valuable for neural-network quasi-Newton training because line-search acceptance and positive-definite updates alone do not prevent an optimizer from becoming effectively singular in changing gradient directions. The direct transfer is a spectrally safeguarded DFP optimizer that monitors inverse-Hessian conditioning and eigenspace rotation, then damps, clips, or resets problematic updates. The construction also supplies an adversarial benchmark: a smooth, globally well-conditioned two-dimensional objective on which Wolfe-compliant DFP fails despite benign true curvature.
Ideas from this paper
✓✓ Beats tuned baseline
Re-invented
2026
Add an eigenvalue floor and rotation safeguard to DFP rather than trusting positive curvature and strong-Wolfe acceptance to maintain a useful inverse Hessian. The optimizer applies the ordinary DFP update when its spectrum is healthy, but damps or resets the update when the smallest inverse-Hessian eigenvalue collapses or the principal eigenspaces rotate too far between successive steps.
Useful7/10
Difficulty5/10
Novelty5/10