Keywords: optimization, gradient regularization
Abstract: Line-search methods are commonly used to solve optimization problems. The simplest line search method is the steepest descent where we always move in the direction of the negative gradient. Newton’s method on the other hand is a second-order method that uses the curvature information in the Hessian to pick the descent direction. In this work, we propose a new line-search method called Constrained Gradient Descent (CGD) that implicitly changes the landscape of the objective function for efficient optimization. CGD is formulated as a solution to the constrained version of the original problem where the constraint is on a function of the gradient. We optimize the corresponding Lagrangian function thereby favourably changing the landscape of the objective function. This results in a line search procedure where the Lagrangian penalty acts as a control over the descent direction and can therefore be used to iterate over points that have smaller gradient values, compared to iterates of vanilla steepest descent. We reinterpret and draw parallels with the Explicit Gradient Regularization (EGR) method, discussing its drawbacks and potential enhancements. Numerical experiments are conducted on synthetic test functions to illustrate the performance of CGD and its variants.
Primary Area: optimization
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2025/AuthorGuide.
Reciprocal Reviewing: I understand the reciprocal reviewing requirement as described on https://iclr.cc/Conferences/2025/CallForPapers. If none of the authors are registered as a reviewer, it may result in a desk rejection at the discretion of the program chairs. To request an exception, please complete this form at https://forms.gle/Huojr6VjkFxiQsUp6.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors’ identity.
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Submission Number: 14152
Loading