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

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Spectrally safeguarded DFP

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
Paper: A counterexample to global convergence of classical DFP under the standard strong Wolfe conditions arXiv:2608.21708