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CGD: Modifying the Loss Landscape by Gradient Regularization (2504.16182v2)

Published 22 Apr 2025 in math.OC

Abstract: Line-search methods are commonly used to solve optimization problems. The simplest line search method is steepest descent where one always moves 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 establish global linear convergence rates for CGD and provide numerical experiments on synthetic test functions to illustrate the performance of CGD. We also provide two practical variants of CGD, CGD-FD which is a Hessian free variant and CGD-QN, a quasi-Newton variant and demonstrate their effectiveness.

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