Coverage: first-online publications and preprints from 4–10 September 2026. This revised two-track issue contains two qualifying peer-reviewed publisher articles and seven separately curated arXiv preprints.
Peer-reviewed publications
Two publisher articles met the methodological and computational threshold this week. The seven-paper publisher allowance is a ceiling, not a quota.
1. On convergence rates of stochastic gradient descent for linear inverse problems
Qinian Jin, Xiliang Lu and Lin Tian · Numerische Mathematik · Springer Nature · First published online 8 September 2026 · DOI: 10.1007/s00211-026-01568-w · Primary source ↗
Priority topics
Gradient methods · rate of convergence · nonlinear least-squares structure · signal processing and inverse problems
Why it matters
This closes a rate gap for stochastic gradient regularization of large linear least-squares inverse problems: it removes the logarithmic loss in earlier bounds and handles substantially more general step-size schedules.
Main result claims
- Theorem-backed: The authors prove order-optimal convergence rates in expectation for Hölder source smoothness ν in (0, 1/2], under bounded positive step sizes whose cumulative sum diverges.
- Rate: Their estimate is E‖xkδ−x†‖² ≤ C[(1+sk/N)−2ν + δ²sk/N], yielding the claimed optimal root-mean-square rate O(δ2ν/(1+2ν)) with early stopping.
- Almost-sure result: Using a Lyapunov argument and Robbins–Siegmund, the authors also establish sample-path error bounds and the same order in norm almost surely.
- Qualification: The analysis is for linear ill-posed systems in Hilbert spaces and ν≤1/2; it does not establish the same guarantees for nonlinear inverse problems.
Read first
Equation (1.8) and the surrounding contribution statement, then Lemma 2.7 for the Lyapunov estimate and the principal convergence-rate theorem in Section 2. The almost-sure result follows in the next main theorem.
2. A Simpler Generalized Minimal Residual Based Iterative Back Propagation Algorithm for Polynomial Nonlinear Models
Wen-Di Yao, Hong-Xiu Zhong and Jing Chen · Circuits, Systems, and Signal Processing · Springer Nature · First published online 7 September 2026 · DOI: 10.1007/s00034-026-03757-2 · Primary source ↗
Priority topics
Nonlinear equations · gradient methods · nonlinear least squares · signal processing
Why it matters
The paper brings Arnoldi/GMRES structure into iterative identification of polynomial nonlinear models while simplifying the earlier GMR-IBP implementation and adding adaptive step-size control.
Main result claims
- Methodology: The authors propose SGMR-IBP, an Arnoldi-based iterative back-propagation method that avoids the Givens transformations and eigenvalue calculations required by the earlier GMR-IBP scheme.
- Adaptivity: They add an adaptive step-size update intended to improve robustness across identification problems.
- Theory and experiments: The authors report a feasibility analysis and two numerical examples supporting effectiveness; the public publisher page does not expose enough detail to independently compare exact error or runtime metrics.
- Qualification: The evidence is limited to two examples and the contribution is specialized to polynomial nonlinear system identification rather than a general nonlinear least-squares solver.
Read first
Start with the SGMR-IBP algorithm and its adaptive step-size rule, then the paper’s feasibility theorem. Use the two numerical examples specifically to compare iteration cost and identification error against GMR-IBP.
arXiv preprints
Seven substantive preprints are ranked independently of the publisher section.
1. Counterexamples for BFGS-type methods under arbitrary strong Wolfe constants
Rui Diao · arXiv · 9 September 2026 · Primary source ↗
Why it matters
This resolves a central open question about whether realistic line-search parameters protect BFGS and related methods from nonconvergence on smooth nonconvex objectives. The construction is unusually broad: it covers full-memory and limited-memory BFGS, the positive Broyden family, and Hestenes–Stiefel CG.
Main result claims
- Theorem-backed: The author claims that for every (0<c_1<c_2<1), a bounded-below (C^infty) function on (mathbb{R}^2) with Lipschitz gradient can make every method in the stated conjugacy class generate an infinite sequence with (|
abla f(x_k)|=1).
- Line search: The constructed steps are first local minimizers and simultaneously satisfy strong Wolfe, weak Wolfe, Armijo, and Goldstein conditions for the prescribed constants.
- Scope: The class includes BFGS, L-BFGS with arbitrary memory, the positive Broyden family, and Hestenes–Stiefel CG; two dimensions are claimed to be minimal.
- Verification: Section 6 and the companion Python package numerically check the trajectory and line-search metrics, but this remains a designed worst-case construction rather than evidence about typical problems.
Read first
Theorem 1, then Sections 5.1–5.2 for parameter calibration and verification of all line-search conditions. Use Section 6 to audit the construction numerically.
2. Powell-Style Model-Based Derivative-Free Optimization with Complexity Guarantees
Abraar Chaudhry, Katya Scheinberg and Scholar Sun · arXiv · 8 September 2026 · Primary source ↗
Why it matters
The paper narrows the long-standing gap between analyzable derivative-free trust-region schemes and the geometry management that makes Powell-style software effective. It is directly relevant when function evaluations dominate cost and derivatives are unavailable or unreliable.
Main result claims
- Methodology: The authors claim complexity guarantees for practical model-based trust-region variants that retain useful interpolation points and need only one or two new function evaluations per iteration.
- Complexity: The full-space linear-interpolation method retains (O(n^2arepsilon^{-2}))-type evaluation complexity, while random (q)-dimensional subspaces recover nearly tight (O(narepsilon^{-2}))-type dependence under the stated assumptions.
- Noisy evaluations: The analysis extends to bounded deterministic zeroth-order noise and quantifies the noise-dependent stationarity floor; Theorems 5.12–5.13 treat randomized subspaces.
- Empirical: Section 6 reports that the theoretically supported implementation can match established Powell-style trust-region codes, although performance remains benchmark- and tuning-dependent.
Read first
Section 4 and Theorem 4.1 for the geometry-correcting mechanism and its bounded model-improvement cost; then Theorems 5.12–5.13 and Section 6.2.
3. Primal-Dual Inexact Newton-MR for Nonconvex Optimization with Equality Constraints
Oscar Smee and Fred Roosta · arXiv · 9 September 2026 · Primary source ↗
Why it matters
This is a substantial large-scale Newton/SQP contribution: Krylov solves handle indefinite Lagrangian curvature directly, detect negative curvature, and avoid forcing positive-definite regularization. The experiments include constrained nonlinear least squares and physics-informed neural networks.
Main result claims
- Algorithm: The authors propose direct and matrix-free indirect primal-dual Newton-MR variants using CR/LSMR-type inner iterations, inexact normal steps, and approximate null-space projections.
- Complexity: They claim the first line-search SQP-type iteration bound simultaneously allowing inexact inner solves and nonconvex Lagrangian curvature; Algorithm 4 reaches an ((arepsilon_c,arepsilon_p))-stationary point in (O(1/min{arepsilon_c,arepsilon_p^2})) outer iterations under the paper’s assumptions.
- Empirical: Against augmented-Lagrangian and SQP baselines, the reported constrained-NLS and Poisson-PINN tests favor the PDN variants; Table 2 gives the best reported (L_2) relative and (L_infty) PINN test errors.
- Qualification: The guarantees require regularity and boundedness assumptions, and the headline experiments implement the direct rather than fully matrix-free variant.
Read first
Table 1 and Algorithms 1–4 for the design; then the main complexity theorem in Section 4.2. For evidence, prioritize Sections 5.1–5.2 and Table 2.
4. When Does Scale-Invariant Optimization Become Unstable? An Exact Schedule Law with Weight Decay
Hasan Amin, Wei-Kai Chang and Rajiv Khanna · arXiv · 8 September 2026 · Primary source ↗
Why it matters
Normalization makes neural-network parameters effectively scale invariant, so nominal learning rates can obscure the actual optimization dynamics. This work isolates a scalar schedule–decay law that links weight decay, norm growth, and the effective learning rate.
Main result claims
- Exact dynamics: The authors derive a discrete-time scalar law separating schedule/decay forcing from geometric self-quenching and identify a sharp contraction–expansion boundary.
- Instability: In the solved normalized-regression model, Proposition 3.6 proves the interior balance point is an unstable spiral source; Proposition 3.5 gives an exact period-two orbit.
- Optimizer comparison: A homogeneous-optimizer framework predicts weaker self-quenching for adaptive methods than for nonadaptive ones.
- Empirical: Experiments on MLPs, CNNs, and GPT-2 using MNIST, CIFAR, WikiText, and OpenWebText reportedly track the law closely, with performance peaking near the predicted boundary; this is mechanistic evidence, not a universal training prescription.
Read first
The schedule law and switching boundary in Section 2, Propositions 3.5–3.6, then Figure 4 and Appendix E.1 for numerical validation and robustness checks.
5. Oracle Complexity of Stochastic Fixed-Point Equations with Nonexpansive Maps
Jelena Diakonikolas, Cristóbal Guzmán and David Martínez-Rubio · arXiv · 8 September 2026 · Primary source ↗
Why it matters
Fixed-point residuals unify nonlinear equations, monotone inclusions, and many learning/optimization algorithms. This paper gives nearly sharp stochastic-oracle costs in general normed spaces rather than only Euclidean geometry.
Main result claims
- Upper bound: Using recursive anchoring and robust mean estimation, the authors obtain high-probability residual guarantees for nonexpansive self-maps in spaces of weak Rademacher type (q>1).
- Type-2 rate: For (ell_p), (2le pleinfty), they claim (widetilde O(sigma^2arepsilon^{-3}+arepsilon^{-1})) stochastic-oracle complexity.
- Lower bound: A near-matching high-dimensional (ell_infty) lower bound holds against randomized algorithms succeeding with constant probability, including sparse-noise settings.
- Qualification: The endpoint (ell_1) is excluded under only the stated second-moment assumption, and the contribution is theoretical rather than experimentally benchmarked.
Read first
Section 3 and Algorithm 2 for recursive anchoring, followed by the main upper-bound theorem on pages 7–8 and the (ell_infty) lower-bound section.
6. Silver Rate Is (Almost) Optimal for Gradient Descent Acceleration
Yuhan Ye and Kaizhao Liu · arXiv · 8 September 2026 · Primary source ↗
Why it matters
Long, predetermined nonnegative step schedules can accelerate plain gradient descent beyond the classical (1/n) rate. This paper nearly closes the remaining lower-bound gaps and identifies the best possible polynomial exponents for both fixed-horizon and anytime schedules.
Main result claims
- Non-anytime lower bound: Theorem 1.1 proves an exponent (p_{mathrm{sil}}=log_2(1+sqrt2)), up to a subpolynomial correction, matching the known silver-schedule upper bound.
- Anytime lower bound: Theorem 1.2 shows every infinite nonnegative schedule has infinitely many horizons with the corresponding optimal anytime exponent, again up to subpolynomial factors.
- Technique: The hard-function construction switches gradient directions between selected checkpoints; Lemma 3.9 supplies the core “silver inequality.”
- Qualification: The result concerns predetermined nonnegative step sizes on smooth convex objectives, not adaptive line searches or momentum methods, and supplies no computational benchmark.
Read first
Section 1.2 and Theorems 1.1–1.2, then Section 2’s technical overview and Lemma 3.9. Read Sections 3.2 and 4 only if you want the complete lower-bound machinery.
7. Convergence of a Randomized Newton Method in Nonconvex Optimization
Edward Huynh and Björn Engquist · arXiv · 9 September 2026 · Primary source ↗
Why it matters
The method couples Newton steps with state-dependent Gaussian exploration, aiming for global rather than merely stationary-point convergence on a nonconvex landscape while recovering Newton-like local behavior.
Main result claims
- Global convergence: Theorem 2.15 claims almost-sure convergence from every initial point on a bounded periodic domain to the unique global minimizer.
- Local rate: For noise exponent (alpha>1), almost every path eventually converges quadratically; the proof combines finite-time basin entry with a shrinking quadratic tube.
- Exploration: Lemma 2.6 gives a geometric tail bound for first entrance into the local basin.
- Qualification: The analysis assumes a known normalized minimum value, a unique minimizer, compact periodic geometry, and local positive-definite Lipschitz Hessian; there are no numerical experiments.
Read first
Iteration (2.2), Assumptions A1–A2, Lemmas 2.6 and 2.10, and Theorem 2.15. Remark 2.1 is essential for understanding the bounded-domain limitation.
Selection and commentary are editorial. “Main result claims” summarizes claims made by the papers’ authors and distinguishes theorem-backed statements from empirical evidence; it is not independent validation. First-online dates and bibliographic details link to primary sources.