Abstract:We study mirror descent in which the objective gradient is replaced by a general vector field. Since such a field does not automatically relate the mirror update to the objective gap, we introduce a trajectory-wise generalized relative-smoothness condition and a generalized star-convexity interface. Together they yield a finite-horizon, a posteriori last-iterate certificate with an accumulated-stepsize term and an exceptional-region-dependent error term. We also give a pointwise sufficient condition for positive admissible stepsizes, displaying the effects of objective smoothness, mirror-map conditioning, and vector-field mismatch. We then construct a deterministic zeroth-order instance from coordinate central differences. The function values place the unknown gradient in an explicit uncertainty box, and verification of the interface reduces to robust conic dominance. We derive an explicit scaling of the central-difference vector that guarantees the required dominance over the gradient uncertainty set. Under uniform Hessian bounds, the resulting vector field satisfies the interface outside an explicit resolution-dependent neighborhood. The final guarantee combines a rate term governed by accumulated accepted stepsizes with a finite-resolution error floor.
From: Masahito Hayashi [view email]
[v1]
Sat, 31 Jan 2026 10:05:05 UTC (59 KB)
[v2]
Wed, 2 Sep 2026 15:05:39 UTC (59 KB)
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