Muon has emerged as a strong optimizer for the matrix-valued parameters in large language model pretraining, approximately orthogonalizing its momentum with a few Newton-Schulz iterations. Existing theory either replaces this iteration with the exact polar factor it approximates, or treats its finite depth as an approximation error, and thus the iteration Muon actually runs can only hurt the guarantees. We show that finite Newton-Schulz can instead be beneficial for nonsmooth nonconvex optimization. To this end, we analyze Muon through the online-to-nonconvex conversion, which views the update rule as an online learner and converts its regret bound into a stationarity guarantee. The finite Newton-Schulz iteration smooths the discontinuous polar map into a Lipschitz map of the singular values, and Muon with finite Newton-Schulz can be regarded as an online learner with a smoothed spectral potential. This smoothing is exactly what the conversion needs: we prove that a Newton-Schulz depth growing only logarithmically in the target accuracy suffices for convergence to stationary points in nonsmooth nonconvex optimization, whereas Muon with the exact-polar update may fail to converge. The resulting sample complexity bounds match the best-known guarantees for nonsmooth nonconvex optimization and are optimal for smooth nonconvex optimization up to problem-dependent factors. The argument extends beyond Newton-Schulz to general spectral maps with the same smoothing property.
In this work, we study the oracle complexity of finding an $ε$-stationary point for nonconvex-strongly-convex (NC-SC) bilevel optimization using only first-order oracles. Existing methods achieving the best-known complexity guarantees typically rely on double-loop, penalty-based procedures. We propose a novel single-loop algorithm based on a constrained reformulation in which lower-level stationarity is imposed as a constraint. Specifically, we construct a regularized Lagrangian by introducing a quadratic regularizer and restricting the dual variable to a bounded domain, and then apply Smoothed Gradient Descent Ascent [Zhang et al., 2020], with Hessian-vector products approximated via finite differences of gradients. We refer to the resulting deterministic and stochastic algorithms as SGHA and Stoc-SGHA, respectively. In the deterministic setting, SGHA achieves an oracle complexity of $O(\barκ_y^{5}ε^{-2})$, where $\barκ_y$ denotes the relevant condition number. In the stochastic setting, Stoc-SGHA achieves an oracle complexity of $O\left(\barκ_y^{17}ε^{-6}ρ^{-3}\right)$ with probability at least $1-ρ$ for any $ρ\in(0,1)$, and an oracle complexity of $O\left(\barκ_y^{17}ε^{-6}\right)$ in expectation under an additional bounded-iterate assumption. Moreover, under an additional stochastic smoothness assumption imposed only on the lower-level objective, the stochastic oracle complexity of Stoc-SGHA improves to $O\left(\barκ_y^{11}ε^{-4}ρ^{-2}\right)$ with high probability and $O\left(\barκ_y^{11}ε^{-4}\right)$ in expectation, matching the $ε$-dependence of the lower bounds.
Frank E. Curtis, Lingjun Guo, Daniel P. Robinsonmath.OC cs.LG stat.ML
For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.~is an iteration-efficient approach, based on minimizing Fletcher's augmented Lagrangian function, for finding an approximate second-order stationary point from an arbitrary starting point. In this paper, the analysis of this algorithm is extended, offering a two-fold contribution. First, it is shown that a local-linear rate of convergence can be obtained by this method if it is initiated sufficiently close to a strong second-order stationary point and employs a sufficiently small step-size parameter and sufficiently large penalty parameter. In this case, the algorithm reduces to a gradient descent algorithm applied to minimize Fletcher's augmented Lagrangian. Second, as a particularly useful application of the first result, it is shown that the Gradient-Eigenstep algorithm can be used as an iteration-efficient subproblem solver in the context of a progressive sampling strategy for solving equality-constrained optimization problems when the objective and constraint functions are defined by large sample averages, ultimately offering an algorithm with an improved worst-case sample complexity when compared to an approach that solves a full-sample problem directly.
We prove a sharp lower bound for smooth nonconvex stochastic optimization with uniformly bounded gradient noise. In the \(K=1\) fresh-sample model, every randomized adaptive algorithm requires $$Ω\left( \frac{ΔL}{ε^2} + \frac{ΔLσ^2}{ε^4} \right)$$ queries to find a point with expected gradient norm at most \(ε\). This matches the standard upper bound and, to the best of our knowledge, resolves the question raised by [Arjevani et al. 2023] of whether almost-surely bounded oracle error permits a better rate than bounded variance. The proof was independently generated with GPT-5.6 Sol in Codex's Ultra mode during a two-hour session. The human author supplied the prompt and was responsible only forchecking the proof and revising and polishing the manuscript.
Sequence convergence to a boundary Karush--Kuhn--Tucker (KKT) point has long remained unclear for nonconvex mirror descent with Legendre kernels. The difficulty arises from the blow-up of the gradient of the Legendre kernel at the boundary. Recent work~\cite{dingtoh2026nonkkt} shows that mirror descent can accumulate at non-KKT boundary points despite decreasing objective values, precluding a convergence guarantee to KKT points in general. Despite this negative result, mirror descent remains effective in many real applications. Motivated by this contrast, we address the boundary difficulty directly and establish KKT convergence of mirror descent for a broad class of structured nonconvex problems. We analyze mirror descent in reparameterized variables, where the Hessian metric is flattened and remains nondegenerate as the boundary is approached. Under extension and definability conditions jointly coupling the objective, the Legendre kernel, and the feasible region, the reparameterized sequence has finite length and converges, thereby recovering convergence to a KKT point of the original sequence. Our general framework applies to some concrete instances: Shannon entropy, Fermi--Dirac entropy, and power kernels on polyhedron.
In this paper, we consider a class of multiblock nonconvex nonsmooth optimization problems, which covers many applications such as the analysis of pre-earthquake anomalies and machine learning. To solve this class of problems, we propose the inertial block proximal linearized method with two-phase adaptive momentum (IBPL$^+$-TP). Compared to the current methods, our method possesses three main advantages: (1) it introduces a two-phase adaptive momentum strategy to effectively update the extrapolation parameters, (2) it allows using two different extrapolation points to accelerate the convergence, (3) it allows the extrapolation parameters of these two extrapolation points to be independent of and unconstrained by all other parameters. While maintaining the above advantages, we prove that our method ensures the monotonic convergence of the objective function of this class of problems, and we also prove that the sequence generated by our method globally converges to a critical point, as well as establish the convergence rate of our method. To demonstrate the effectiveness of our method, we apply it to solve two nonconvex and nonsmooth machine learning problems, namely sparse nonnegative matrix factorization with $\ell_0$-constraints and sparse nonnegative CP decomposition with $\ell_0$-constraints. The numerical experimental results on solving these problems show that our method outperforms several state-of-the-art methods.
Felipe Atenas, Alejandro Jofré, Pedro Pérez-Aros +1math.OC cs.LG
This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function. We target a broad class of integrands obeying a nonsmooth, localized variant of the descent lemma in the decision variable, a structural assumption that simultaneously covers smooth losses with Lipschitz gradient and differences of such losses with convex functions. At each iteration the expected cost is replaced by a sample average that is progressively refined, and the proximal-subgradient stepsize is selected by an Armijo-type line search enforcing a sufficient-decrease property up to stochastic errors induced by the sample-based approximation. This framework accommodates substantially more general problem formulations than existing methods, in particular, it requires neither (weak) convexity of the regularizer nor a uniform bound on the variance of the stochastic oracle, and our analysis yields convergence guarantees that are new even in the smooth setting. Specifically, we establish almost sure convergence of the sequence of function values and stationarity of every accumulation point of the trajectories under the relaxed requirement that the sample-size sequence be merely nondecreasing and unbounded, with no prescribed growth rate. Leveraging the Kurdyka-Lojasiewicz (KL) property, we further upgrade this subsequential guarantee to convergence of the whole trajectory to a single stationary point. Finally, for exponential-type KL desingularizing functions and polynomially growing sample sizes, we derive explicit polynomial convergence rates, up to a logarithmic factor, for both the function values and the iterates.
SignMuon compresses the Muon update to one bit per parameter by taking its elementwise sign, providing the most direct way to run a matrix-aware optimizer under an extremely low communication budget. It outperforms SignSGD in practice, yet it can ascend even on a linear function. Signing the gradient before the Linear Minimization Oracle (LMO), rather than after, does not repair this: we construct a small explicit instance on which sign-before (MuonUSign) and sign-on-both-sides (MuonSign) ascend as well, so no placement of the sign around the oracle descends in general. Error feedback, the standard remedy for a biased compressor, does not rescue SignMuon: when applied to Muon's output, error feedback can fail for every smoothness constant, step size, and momentum. Applied to the gradient, error feedback does work, and EF21-MuonUSign and EF21-MuonSign attain the standard $\mathcal{O}(T^{-1/2})$ rate for the squared gradient norm on smooth nonconvex problems, the latter at one bit in each direction. Experiments then reverse the ordering: across centralized CIFAR-10, federated CIFAR-10, and the nanoGPT speedrun, the strongest compressed method is consistently sign-after-the-LMO, precisely the placement we prove divergent, with the provably convergent variants trailing it. Compressing after the LMO, a heuristic, matters more at these scales than the guarantee does.
We establish the first convergence guarantees for the plain vector-form Adam optimizer under heavy-tailed stochastic noise. While several Adam variants are known to achieve optimal iteration complexity in bounded-variance nonsmooth nonconvex optimization, little is understood about their behavior when stochastic gradients admit only a bounded $p$-th central moment for some $p \in (1,2]$, a setting increasingly observed in modern deep learning. To address this gap, we generalize the recent online-to-nonconvex conversion framework to accommodate heavy-tailed martingale-difference noise. Building on this generalized framework, we develop a discounted regret analysis for Adam, without restrictive parameter coupling. Our results show that Adam converges to $(ρ,ε)$-stationary points under heavy-tailed noise. However, it exhibits a suboptimal iteration complexity and $p$-dependent convergence, a suboptimality that persists even in the bounded-variance case ($p=2$). Specifically, the $ε$-dominant term in the iteration complexity for reaching in-expectation stationarity is $T=\mathrm{O}\left(Δρ^{1/2}(G+σ)^{\frac{5p}{3p-4}}ε^{-\left(\frac{5p}{3p-4}+\frac{3}{2}\right)}\right)$ for $p\in(\frac{4}{3},2]$, which simplifies to $T=\mathrm{O}(ε^{-13/2})$ when $p=2$. When the domain radius is known and used to control the online-learner output, a standard setup in related literature, the convergence rate improves to match the optimal complexity. In this case, the $ε$-dominant iteration complexity is $T=\mathrm{O}\left(Δρ^{1/2}(G+σ)^{\frac{p}{p-1}}ε^{-\left(\frac{p}{p-1}+\frac{3}{2}\right)}\right)$ for $p\in(1,2]$, which simplifies to $T=\mathrm{O}(ε^{-7/2})$ when $p=2$. These findings provide new theoretical insight into the robustness and limitations of Adam in heavy-tailed regimes.
We study stochastic composite nonconvex optimization over a compact convex set when gradient samples arrive along a single trajectory of a fixed ergodic Markov chain. Existing single-trajectory variance-reduction theory covers smooth unconstrained objectives; we address the projection-free composite setting using the generalized Frank-Wolfe gap. We propose MC-ALFCG, which combines a momentum conditional-gradient method with coupled capped multilevel Monte Carlo estimation and per-iteration clipping. The deepest nested average uses consecutive states from the same trajectory, yielding conditional bias $O(τ_{\mathrm{mix}}/T)$ uniformly over the starting state, while coupling controls the gradient-difference second moment through the iterate displacement. Clipping enforces the pathwise bounds needed by the adaptive analysis. We reduce the Markovian recursion to its independent-sampling counterpart under $σ^2\mapsto 2ΛG_σ^2$ and $L^2\mapsto 2ΛL^2$, where $Λ=O(τ_{\mathrm{mix}}\log T)$. For positive centered noise, the tuned method achieves expected sample complexity $\widetilde{O}((τ_{\mathrm{mix}}^2G_σ+τ_{\mathrm{mix}}^{5/2}G_σ^2)\varepsilon^{-3}+τ_{\mathrm{mix}}^5\varepsilon^{-2})$. The exactly noiseless specialization achieves $\widetilde{O}(\varepsilon^{-2})$ with mixing-time-free constants, while a mixing-time-oblivious variant achieves $\widetilde{O}(τ_{\mathrm{mix}}^6\varepsilon^{-3}+τ_{\mathrm{mix}}^3\varepsilon^{-2})$. All guarantees are in expectation under a fixed transition kernel. Controlled numerical studies examine dependence sensitivity, a nonconvex composite instance, and clipping behavior.
We study adaptive gradient descent for continuously differentiable, possibly nonconvex objectives under one-sided Hölder regularity. Unlike classical Hölder- or Lipschitz-gradient assumptions, which control the full gradient variation, our condition bounds only the directional term appearing in the descent inequality. This can allow less conservative step sizes when large gradient changes are orthogonal to, or favorable along, the update direction. We propose an adaptive scalar-step method based on an estimate of positive one-sided Hölder curvature, combined with a simple sufficient-decrease safeguard. For nonconvex objectives on a convex region containing the accepted update segments, we prove an explicit best-iterate stationarity bound with a rate determined by the Hölder exponent. Unlike predetermined diminishing step-size schemes, the method adapts to the local descent geometry. We evaluate the approach on two full-batch benchmarks designed to separate directional curvature from full gradient variation. On a binary classification problem, the method achieves the lowest final cross-entropy, objective value, and gradient norm, together with the largest classification margin among the compared scalar gradient methods. On a nonconvex Hölder regression problem, it attains the lowest final objective gap and gradient norm. These results indicate that one-sided Hölder curvature is an effective adaptive step-size signal when full-gradient variation is inflated by directions that do not hinder descent.
Haichen Hu, David Simchi-Levics.LG math.OC stat.ML
We study whether stochastic nonconvex optimization can be reduced to ordinary static regret minimization in online convex optimization in a black-box manner. For smooth nonconvex objectives, our reduction maintains a predictable gradient tracker, while a black-box online learner selects a preconditioner that determines how this tracker is transformed into the update direction. The learner receives linear convex losses and is evaluated against a single fixed comparator over one undiscounted online game. For a $β$-smooth objective with range bounded by $M$ and an unbiased stochastic-gradient oracle with variance bounded by \(σ^2\), we establish $$\frac{1}{T}\sum_{t=1}^T \mathbb E\!\left[\|\nabla f(x_t)\|_2^2\right] \lesssim \frac{σ\sqrt{Mβ}}{\sqrt T} + \frac{\sqrt{Mβ}\, \mathscr R_T(\mathcal A,I_d)}{T} + \frac{Mβ}{T}.$$ Consequently, any black-box OCO algorithm with $\mathscr R_T(\mathcal A,I_d)=O(\sqrt T)$ recovers the classical $O(\frac{1}{\sqrt{T}})$ convergence rate. We further show that the same black-box framework extends beyond the smooth setting to Lipschitz nonconvex objectives without Lipschitz continuous gradients. Importantly, this extension continues to rely only on an ordinary static-regret guarantee and requires no stronger notion of online regret. When the OCO oracle admits square-root static regret, the resulting conversion achieves the optimal $O(T^{-2/7})$ convergence rate for the corresponding Goldstein stationary point. These results resolve the open problem posed by Chen and Hazan (2024). More broadly, our framework separates optimizer design into gradient prediction and online preconditioner selection, providing a principled perspective on how adaptive optimization methods may be understood through static regret and applied in nonconvex optimization.
Schedule-Free methods have attracted growing interest for alleviating the burden of designing and tuning a learning rate scheduler, while matching and sometimes even outperforming optimizers with tuned schedulers. Despite their strong empirical results, their convergence theory in nonconvex optimization, where modern machine learning objectives typically arise, has remained largely unexplored. In this paper, we provide worst-case analyses of Schedule-Free gradient descent and Schedule-Free stochastic gradient descent, in their standard form and without auxiliary modifications or restrictive conditions, for smooth but possibly nonconvex objectives. Based on a Lyapunov analysis derived from the continuous-time limiting ordinary differential equation associated with these methods, we show that Schedule-Free gradient descent and Schedule-Free stochastic gradient descent achieve the optimal worst-case convergence rates attainable among first-order methods. We further formulate Schedule-Free gradient descent as a nonautonomous dynamical system and prove strict-saddle avoidance under an arbitrarily small one-time perturbation. These theoretical results provide a better understanding of the strong performance that Schedule-Free methods demonstrate.
We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure. In this class, both the objective and the functional inequality constraints are given by convex Lipschitz outer functions composed with smooth nonlinear inner mappings. The analysis is complicated by constraint violation in a nonconvex functional inequality system and by the lack of an a priori bound on the multipliers. To address these issues, we restrict the dual variable to an auxiliary compact set and analyze a smoothed prox-linear augmented Lagrangian method through a nonsmooth nonconvex-concave minimax reformulation. The main contribution is a finite-time mechanism for converting stationarity of the truncated minimax problem into a KKT certificate for the original constrained problem. We show that, for a sufficiently large penalty parameter, all but a controlled number of iterates enter a near-feasible region. On this region, a local conic regularity condition uniformly bounds the associated prox-linear multipliers and thereby makes the artificial dual truncation inactive at the selected iterates. Building on this mechanism, we establish explicit convergence rates for the proposed method in terms of the KKT residual. With dual regularization, a global dual error bound together with a bias-balancing argument gives an $O(K^{-1/3})$ rate. In the unregularized case, under additional local structural assumptions including piecewise linearity of the outer functions, a local dual error bound yields the sharper $O(K^{-1/2})$ rate.
We characterize weakly regularized continual classification in homogeneous models as sequential projections onto task margin sets. This result generalizes prior analyses restricted to either stationary (single-task) deep models or continual linear models. We show that global convergence generally fails, even for simple models linear in data but nonlinear in parameters. Nevertheless, by leveraging results from nonconvex projection theory, we identify regularity properties of homogeneous deep networks that guarantee local linear convergence under random and cyclic task sequences. Finally, we extend our analysis to continual regression, unifying the framework for homogeneous models.
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. We extend the analysis to a multi-block star consensus formulation for distributed optimization. The technical novelty lies in a determinant reduction with a Bregman-specific symmetrization and scaling step in the two block spectral argument, together with a null space cancellation exploiting the star graph structure in the consensus case. Numerical experiments on distributed matrix factorization illustrate the theory, and a symmetric tensor factorization example demonstrates the broader Bregman proximal splitting idea beyond the separable consensus setting.
Adam is one of the most widely implemented and influential modern optimizers. Why is it effective across different optimization problems in practice? This question arguably lies at the center of the optimization community over the last decade and has motivated a substantial body of work aimed at understanding its convergence behavior. However, existing studies have mainly focused on the convergence rate of Adam in smooth nonconvex optimization, which unfortunately does not adequately capture practical settings, since many real-world problems are nonsmooth, such as those arising in training neural networks. Thus, these studies cannot fully explain the popularity and empirical success of Adam. Recently, an insightful and powerful framework called Online-to-Nonconvex Conversion has opened a new way to analyze Adam for nonsmooth nonconvex optimization. Unfortunately, prior works along this line share two common limitations. First, all of them ignore the important bias-correction term in the original Adam algorithm. Second and more importantly, many of them require extra operations that are not used in Adam, such as a clipping step. Therefore, the convergence guarantee for the original Adam method still remains unclear. In this work, we present the first finite-time analysis for the classical form of Adam, i.e., with the bias-correction step and without further algorithmic modifications, and prove that a randomly scaled learning rate ensures a convergence rate of $1/T^{\frac{2}{13}}$ for nonsmooth nonconvex optimization. Moreover, our result provably applies to the modern heavy-tailed noise regime, which is closer to practice. Interestingly, our theory is established under the parameter choice $β_1=β_2$, aligning with the recent empirical studies.
Decentralized bilevel optimization (DBO) provides a powerful framework for multi-agent systems to solve local bilevel tasks in a decentralized fashion without the need for a central server. However, most existing DBO methods rely on lower-level strong convexity (LLSC) to guarantee unique solutions and a well-defined hypergradient for stationarity measure, hindering their applicability in many practical scenarios not satisfying LLSC. To overcome this limitation, we introduce a new single-loop DBO algorithm called diminishing quadratically-regularized bilevel decentralized optimization (DUET), which eliminates the need for LLSC by introducing a diminishing quadratic regularization to the lower-level (LL) objective. We show that DUET achieves an iteration complexity of $O(1/T^{1-5p-\frac{11}{4}τ})$ for approximate KKT-stationary point convergence under relaxed assumptions, where $p$ and $τ$ are control parameters for LL learning rate and averaging, respectively. In addition, our DUET algorithm incorporates gradient tracking to address data heterogeneity, a key challenge in DBO settings. To the best of our knowledge, this is the first work to tackle DBO without LLSC under decentralized settings with data heterogeneity. Numerical experiments validate the theoretical findings and demonstrate the practical effectiveness of our proposed algorithms.
Igor Sokolov, Laurent Condat, Peter Richtárikcs.LG math.OC
Empirical risk minimization on massive datasets naturally exhibits a nested double finite-sum structure, where $N=nm$ total samples are logically or physically partitioned into $n$ blocks of size $m$ (e.g., in pooled data silos, out-of-core learning, or deliberate stratification). While variance-reduced methods achieve optimal oracle complexities for nonconvex objectives, they suffer from severe scaling bottlenecks in this centralized regime. Recursive estimators, such as PAGE, require periodic global full-gradient refreshes over all $nm$ samples, which are computationally expensive. Conversely, single-loop methods, such as SILVER, avoid such refreshes but require an impractical $\mathcal{O}(nm)$ memory footprint to store a control variate for every sample. In this paper, we propose SILAGE, a variance-reduced algorithm that addresses this trade-off. By actively exploiting the double-sum structure, SILAGE eliminates periodic global full-gradient refreshes over all $nm$ components (evaluating at most one local group gradient per iteration) while requiring only $\mathcal{O}(n)$ memory. Furthermore, we provide a tight convergence analysis that avoids pessimistic worst-case Lipschitz constants. Instead, SILAGE's complexity natively adapts to the underlying data geometry via nested functional similarities: across-group ($δ_1$) and within-group ($δ_2$) heterogeneity. Our results improve existing state-of-the-art bounds in several practically relevant regimes.
We study the deterministic first-order oracle complexity of finding \(ε\)-stationary points in smooth nonconvex optimization when the objective satisfies higher-order smoothness assumptions. While the classical \(ε^{-2}\) rate is optimal under only Lipschitz gradients, higher-order smoothness leads to accelerated first-order upper bounds, most notably the \(ε^{-7/4}\) rate under Lipschitz Hessians and the \(ε^{-5/3}\) rate under Lipschitz third derivatives. The matching lower bounds, however, have remained open. We resolve this gap by proving a new dimension-free first-order lower bound for higher-order smooth nonconvex functions, valid for every finite smoothness order. In particular, our construction gives a matching \(Ω(ε^{-7/4})\) lower bound in the Hessian-Lipschitz case and a matching \(Ω(ε^{-5/3})\) lower bound in the third-order-smooth regime. The hard instance is based on a \emph{block-chain} mechanism that enforces blockwise oracle revelation while preserving the smoothness structure needed for the scalar hard instance. The lower-bound construction was discovered with the assistance of ChatGPT 5.5 Pro and subsequently verified by the authors.
For nonconvex optimization problems whose objective is the prediction function of a trained Support Vector Regression (SVR) model with the Gaussian radial basis function (RBF) kernel (RBF-SVR), we present a framework that applies the difference of convex functions (DC) algorithm (DCA) by exploiting the analytical structure of the RBF kernel to construct an explicit DC decomposition. Specifically, we derive in closed form both the lower bound $μ$ of the strong convexity parameter of the DC components and the upper bound $L$ of the gradient Lipschitz constant of the subproblem. Both $μ$ and $L$ are determined solely by the post-training dual-coefficient sum $C_α$ and the RBF kernel parameter $γ$, together with the DC decomposition parameter $ρ$, and they share a common leading term $C_αρ$. Through numerical experiments on six benchmark functions, we show that $C_αρ$ is the primary single quantity characterizing both the convergence properties and the initial-point dependence of DCA, and further demonstrate that it decomposes into two independent pathways, $C \to C_α$ and $γ\to ρ$, with its primary variation governed by the SVR hyperparameters $(C, γ)$. Together, these results allow the convergence properties of DCA on RBF-SVR to be assessed in advance through the single scalar quantity $C_αρ$: approximately from $(C, γ)$ before training, and exactly in closed form after training.