This post introduces an arXiv paper on second-order convergence guarantees for Bregman ADMM.
Field: Machine Learning Authors: Shuang Li, Zhihui Zhu, Qiuwei Li arXiv: 2606.28307
Key Points
- Setting: Bregman ADMM applied to nonconvex linearly constrained problems under *two-sided relative smoothness* — a condition replacing the standard Lipschitz gradient assumption with a Hessian comparison relative to a Bregman kernel.
- Scope: Covers polynomial objectives arising in matrix and tensor models, for which a global Lipschitz-gradient constant need not exist.
- Main result: On an invariant open state-space domain, one iteration of Bregman ADMM defines a smooth primal–dual fixed-point map whose strict-saddle KKT points are unstable fixed points. Therefore, from random initialization, the iterates converge to a strict saddle with probability zero.
- Second-order guarantee: Combined with existing first-order convergence results, this yields almost-sure second-order stationarity of limiting KKT points.
- Extension: The analysis is extended to multi-block star-consensus distributed optimization formulations.
- Experiments: Numerical experiments on distributed matrix factorization illustrate the theory; a symmetric tensor decomposition example demonstrates broader Bregman proximal splitting ideas.
Original Abstract (excerpt)
> We analyze Bregman ADMM for nonconvex linearly constrained problems under two-sided relative smoothness, a condition that replaces the standard Lipschitz gradient assumption with a Hessian comparison relative to a Bregman kernel. This setting covers polynomial objectives arising in matrix and tensor models for which a global Lipschitz-gradient constant need not exist. We show that on an invariant open state-space domain, one iteration of Bregman ADMM defines a smooth primal–dual fixed-point map whose strict-saddle KKT points are unstable fixed points; consequently, from random initialization the iterates converge to a strict saddle with probability zero. Combined with existing first-order convergence results, this yields almost-sure second-order stationarity of limiting KKT points...
*Auto-collected 2026-06-30*