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Extension of the surrogate-loss framework to nonconvex surrogates

Determine whether the surrogate-loss framework that models Polyak stepsize updates as gradient descent on the surrogate function ψ(x) = 1/2 h^2(x) with convex h:R^d→R≥0 can be extended to cases where the surrogate h is nonconvex.

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Background

The paper presents a unified perspective in which the Polyak stepsize and its variants are interpreted as gradient descent on a surrogate objective ψ(x)=1/2 h2(x), with h chosen to be convex and nonnegative. This viewpoint explains adaptivity through local curvature properties and supports a range of convergence guarantees.

In discussing limitations, the authors note that their analysis assumes convexity of the surrogate h a priori. Whether similar guarantees and insights extend to nonconvex surrogates remains unresolved, raising the question of applicability of the surrogate-based approach in broader nonconvex optimization settings.

References

It is unclear if this framework can be extended to the more general case of noncovex surrogate functions.

New Perspectives on the Polyak Stepsize: Surrogate Functions and Negative Results (2505.20219 - Orabona et al., 26 May 2025) in Section 7, Discussion and Limitations