Saddle Point Evasion via Curvature-Regularized Gradient Dynamics

Abstract

Nonconvex optimization underlies many modern machine learning and control tasks, where saddle points pose the dominant obstacle to reliable convergence in high-dimensional settings. Escaping these saddle points deterministically using continuous-time optimization remains an open challenge: gradient descent is blind to curvature, stochastic perturbation methods lack deterministic guarantees, and Newton-type approaches suffer from Hessian singularity. Adopting the perspective of viewing optimization algorithms as dynamical systems, we present Curvature-Regularized Gradient Dynamics (CRGD), which augments the objective with a smooth penalty on the negative Hessian eigenvalues, yielding an augmented cost that serves as an optimization Lyapunov function with user-selectable convergence rates to second-order stationary points. Numerical experiments confirm that CRGD converges to second-order stationary points, even in regimes where gradient descent fails.