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Ben Grimmer

@profgrimmer.bsky.social
530 followers 249 following 100 posts

Visiting Assistant Prof @MITSloan Assistant Prof @JohnsHopkinsAMS, PhD in Optimization @CornellORIE Mostly here to share pretty maths/3D prints, sometimes sharing my research

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Ben Grimmer @profgrimmer.bsky.social · 03/08/2026
Links for those interested Our new issue on subgame perfection: siagoptimization.github.io/assets/views... Jelena's past issue calling for open problems: siagoptimization.github.io/assets/views...
siagoptimization.github.io
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Ben Grimmer @profgrimmer.bsky.social · 03/08/2026
Our conclusion gives several open frontiers we see ahead. This was motivated by Jelena Diakonikolas's previous News and Views piece calling for more open problems As AI becomes increasingly capable, there is growing value in articulating well what problems are open/important 3/4
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Ben Grimmer @profgrimmer.bsky.social · 03/08/2026
It was a joy to write some short, friendly exposition on subgame perfection (7pages). I hope many of you find it useful-or at least entertaining The resulting methods hit a sweet spot for me as a researcher, being theoretically satisfying and surprisingly, practically strong 2/4
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Ben Grimmer @profgrimmer.bsky.social · 03/08/2026
The latest "News and Views" issue from SIAM's Group on Optimization just came out. The issue highlights Alex Wang, Kevin Shu, and my work on "subgame perfect" algorithm design. These algorithms use game theory ideas to describe the best way for algorithms to adapt at runtime 1/4
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
Discovering these results with TaeHo has been a delightful experience. I learned a lot. We drew on tools from combinatorics, spectral graph theory, performance estimation, and more. For those interested, the paper is here: arxiv.org/abs/2605.02231
arxiv.org
A Theory of Composition and Duality of Extremal Optimal Fixed-Point Algorithms
In this work, we reveal a rich combinatorial structure underlying exact minimax optimal algorithms for classical nonexpansive fixed-point problems. This viewpoint unifies all extremal optimal methods ...
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
Taking this duality, one may ask for methods that are self-dual. Recursively building a maximally self-dual method gives a simple fractal arc diagram and a new Fractal Self-Dual Method. This FSDM nicely balances anytimeness and robustness; see the paper for details.
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
Connecting back to H matrices, the theory of H-duality gives relations between optimal methods. This duality has a lovely combinatorial interpretation in our arc diagrams. Dualizing an arc diagram exactly gives its so-called H-dual algorithm.
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
These enable combinatorial design approaches. You can take two arc diagrams and glue them together, just adding an edge connecting their final root nodes. Spectacularly, doing so gives a new optimal method whose H matrix just glues together the component H matrices.
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
Arc diagrams arise from optimal proofs of convergence. Each edge/arc corresponds to an inequality invoked in the algorithm's proof. From this equivalence, you can, without loss, totally forget about algorithm descriptions like H matrices and just think about proof graphs.
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
The table below shows this new perspective. OHM, in addition to its nice recursive definition and H matrix form, corresponds to a simple path graph. New diagrams generate new optimal methods. No need to think algebraically or optimize coefficients. Its all combinatorial.
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
It turns out there are infinitely many optimal methods. Previously, with Ernest Ryu, we characterized every optimal H matrix. Its really a zoo. TaeHo and I set out to catalogue this zoo of optimal methods. Wonderfully, extremal methods can be understood by simple "arc diagrams".
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
We care about optimal algorithm design (methods with the best-possible worst-case guarantee). For fixed step methods, defined by an H matrix of coefficients (below), this is tractable. The Optimal Halpern Method (OHM) converges at rate 4/N^2 and no method can do better.
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Ben Grimmer @profgrimmer.bsky.social · 23/05/2026
I'm excited to share some joint work done with TaeHo Yoon. We considered algorithm design for fixed-point problems. This area models gradient descent, minimax optimization, and more. Below, I give the wild ride of this paper. Mathematically, it is gorgeous.
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Ben Grimmer @profgrimmer.bsky.social · 01/05/2026
Fresh arxiv paper on our method and analysis: arxiv.org/abs/2604.27078
arxiv.org
Nonsmooth Riemannian optimization with inexact manifold primitives via bundle methods
Optimization on Hadamard manifolds -- the natural Riemannian setting for globally geodesically convex problems -- relies on exponential maps to retract tangent vectors and parallel transport to connec...
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Ben Grimmer @profgrimmer.bsky.social · 01/05/2026
If you retract/transport vectors by projections or via Taylor approx, you can not trust the resulting subgradients give valid lower bounds. After a year of pushing, we found a bundle method form that (provably) works despite this. I'll comment a link if you want to read more.
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Ben Grimmer @profgrimmer.bsky.social · 01/05/2026
Last year, Mateo Diaz and Ian McPherson began searching for provably good nonsmooth optimization methods on manifolds. Oh boy, did I quickly learn the hard subtleties of numerical work on manifolds, especially combined with finicky subgradients.
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Reposted by Ben Grimmer
ArXiv math.OC Optimization and Control @optb0t.bsky.social · 01/05/2026
📚 New Arxiv Paper Title: Nonsmooth Riemannian optimization with inexact manifold primitives via bundle methods Authors: Mateo D\'iaz, Benjamin Grimmer, Ian McPherson Read more: arxiv.org/abs/2604.27078
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Reposted by Ben Grimmer
Sebastian Pokutta @spokutta.bsky.social · 13/04/2026
For a decade it was open whether Frank-Wolfe's O(1/√ε) rate on strongly convex sets is tight. We show it is: Ω(1/√ε), even for a simple quadratic on a unit ball.
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Ben Grimmer @profgrimmer.bsky.social · 11/03/2026
For the second morning this week, one of my phd students defended (successfully!) 🎉🎓🎉 Today, Alan Luner defended his excellent work, "On Large-Scale Optimization: Optimal Methods and Computer-Assisted Algorithm Design". I promise this is the last such announcement for the year
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Ben Grimmer @profgrimmer.bsky.social · 09/03/2026
This morning my PhD student Thabo Samakhoana defended his thesis (successfully!) 🎉🎓🎉 Was a great five years working with him towards his thesis "On Optimal Smoothings and their Applications to Optimization and Deep Learning"
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Ben Grimmer @profgrimmer.bsky.social · 27/02/2026
This paper generated me new office decorations as well. Below is the strongly convex set we designed that is provably hard for all Frank-Wolfe methods (at least for two steps). The paper builds this "evil" shape in d dimensions able to counteract any d/2 step method
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Ben Grimmer @profgrimmer.bsky.social · 27/02/2026
For anyone interested in our lower bound result for Frank-Wolfe methods in Nemirovski and Yudin "zero-chain" lower bounding style, a link: arxiv.org/abs/2602.22608
arxiv.org
Lower Bounds for Linear Minimization Oracle Methods Optimizing over Strongly Convex Sets
We consider the oracle complexity of constrained convex optimization given access to a Linear Minimization Oracle (LMO) for the constraint set and a gradient oracle for the $L$-smooth, strongly convex...
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Ben Grimmer @profgrimmer.bsky.social · 27/02/2026
Smoothness and strong convexity are dual to each other, but here we have smoothness of the objective and strong convexity of the constraint set. Linear minimization examines the support function of the set, a dual object I don't see the connection, but there ought to be symmetry!
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Ben Grimmer @profgrimmer.bsky.social · 27/02/2026
In constrained optimization by linear minimization oracle methods (Frank-Wolfe), strong convexity of the set was shown to accelerate convergence to also be O(1/T^2) by Garber and Hazan in 2015. Yesterday, I posted a paper giving the matching lower bounds So why are these two settings mirrored?
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Ben Grimmer @profgrimmer.bsky.social · 27/02/2026
A small digression on something I find strange in accelerated convex optimization theory: Since the 80s, in unconstrained minimization by gradient methods, smoothness is known to allow a fast O(1/T^2) convergence rate by Nesterov. Nemirovski and Yudin give matching lower bounds.
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Ben Grimmer @profgrimmer.bsky.social · 12/02/2026
The pattern continues. We can fractally build an N=31 self-dual pattern constructed of two N=15 patterns or 4 N=7 patterns, carefully sewn together (pun intended). I'll stop sewing after I finish N=63 :) Stay tuned for an upcoming paper where this has unexpected algorithmic/engineering value
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Ben Grimmer @profgrimmer.bsky.social · 12/02/2026
The partition {1,2}{3} above is "self-dual". To get this note, I numbered the 1', 2', 3' nodes counterclockwise. We can use this self-dual partition of size N=3 to build a self-dual partition of N=7 recursively. Physically self-dual == "dream-catcher" mirrors blue and green 3/4
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Ben Grimmer @profgrimmer.bsky.social · 12/02/2026
A noncrossing partition of {1 ... N} requires if you connect grouped numbers in a circle by string, no strings cross. Blue is {1,2}{3}. The "Kreweras" dual of this adds numbers 1', ... N', between each, taking the maximal noncrossing partition of them. Green is dual to blue. 2/4
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Ben Grimmer @profgrimmer.bsky.social · 12/02/2026
Lately, non-crossing partitions have shown up out of nowhere in my research, which have a lovely duality structure. This inspired some good art and fractals :) Wanted to share the fun here (just sharing the pretty art for now, the research story will come in due time) 1/4
5 circles with yarn between them representing non-crossing partitions and their duals
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Ben Grimmer @profgrimmer.bsky.social · 02/02/2026
Happy to announce that my work "On optimal universal first-order methods for minimizing heterogeneous sums" just received the Optimization Letters Best Paper Prize. link.springer.com/journal/1159... This work is part of a larger trend, fighting the brittleness of classic smooth/nonsmooth models.
link.springer.com
Optimization Letters
Optimization Letters covers all aspects of optimization, including theory, algorithms, computational studies, and applications. This journal provides an ...
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Ben Grimmer @profgrimmer.bsky.social · 11/01/2026
Sunday morning spent setting up my office in the new @hopkinsdsai.bsky.social building. I gained a good amount more wall space, so I have the freedom to grow my collections again
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Johns Hopkins Data Science and AI Institute @hopkinsdsai.bsky.social · 19/12/2025
Join us in advancing data science and AI research! The Johns Hopkins Data Science and AI Institute Postdoctoral Fellowship Program is now accepting applications for the 2026–2027 academic year. Apply now! Deadline: Jan 23, 2026. Details and apply: apply.interfolio.com/179059
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Ben Grimmer @profgrimmer.bsky.social · 13/12/2025
A link for those interested in reading 🤓 arxiv.org/abs/2512.10825 (4/4)
arxiv.org
An Elementary Proof of the Near Optimality of LogSumExp Smoothing
We consider the design of smoothings of the (coordinate-wise) max function in $\mathbb{R}^d$ in the infinity norm. The LogSumExp function $f(x)=\ln(\sum^d_i\exp(x_i))$ provides a classical smoothing, ...
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Ben Grimmer @profgrimmer.bsky.social · 13/12/2025
The "bad" news: Despite being *nearly* optimal, we show for fixed small dimensions that strictly better smoothings exist, approximating the max function more closely and attaining our lower bound. So LogSumExp is only nearly, not exactly, minimax optimal. (3/4)
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Ben Grimmer @profgrimmer.bsky.social · 13/12/2025
LogSumExp is within 20% of a lower bound we derive on how good *any* similar smoothing can be. The proof just combines inequalities for smooth convex functions, no heavy machinery needed. The good news: We aren't leaving much on the table by choosing logSumExp. (2/4)
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Ben Grimmer @profgrimmer.bsky.social · 13/12/2025
My student Thabo Samakhoana and I have been obsessed with smoothings lately. The softmax/logSumExp smoothing seems to be the standard everywhere in ML and optimization. So, in what sense is this choice "optimal"? We found some "elementary" answers, both good and bad news (1/4)
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Ben Grimmer @profgrimmer.bsky.social · 20/11/2025
For those interested in reading 🤓 arxiv.org/pdf/2511.14915
arxiv.org
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Ben Grimmer @profgrimmer.bsky.social · 20/11/2025
This polynomial characterization opens a lot of new directions in algorithm design. As a 3D printing enthusiast I was quick to want to visualize the set of optimal methods Below is the region (living in 6 dimensions) of optimal 3-step methods that happens to sit nicely in 3D 4/
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Ben Grimmer @profgrimmer.bsky.social · 20/11/2025
Our new work provides a complete description of all minimax-optimal methods. We give a set of polynomial equalities that every optimal method must satisfy ("H invariants") and similarly a needed set of polynomial ineq ("H certificates") Together these are "if and only if"!! 3/
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Ben Grimmer @profgrimmer.bsky.social · 20/11/2025
This is a classic type of problem; fixed points are a broad modelling tool, capturing, for example, gradient descent In terms of algorithm design (my interest): In recent years the community pinned down an optimal method (Halpern) but showed that infinitely many others exist 2/
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Ben Grimmer @profgrimmer.bsky.social · 20/11/2025
A new paper out with TaeHo Yoon and Ernest Ryu: We looked at the design of optimal fixed-point algorithms. That is, seeking to approximately solve T(y)=y using as few evaluations of the operator T() as possible. Maximally efficient methods are "minimax optimal" 1/
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Ben Grimmer @profgrimmer.bsky.social · 19/11/2025
It's all performance estimation under the hood :) That tool does wonders for conceptual framing
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Ben Grimmer @profgrimmer.bsky.social · 18/11/2025
Some links for those interested 🤓 Smooth convex: arxiv.org/abs/2412.06731 Adaptive smooth convex: arxiv.org/abs/2510.21617 Nonsmooth convex: arxiv.org/abs/2511.13639
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Ben Grimmer @profgrimmer.bsky.social · 18/11/2025
We have done a wide range of numerics for smooth, convex settings where our resulting subgame perfect gradient methods SPGM compete with state-of-the-art L-BFGS methods and beat existing adaptive gradient methods in iter and realtime. I am excited about the future here :) 4/
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Ben Grimmer @profgrimmer.bsky.social · 18/11/2025
In a series of works with the newest showing up on arxiv TODAY, we show that this strengthened standard is surprisingly attainable! Today we proved a method of Drori and Teboulle 2014 is a subgame perfect subgradient method and designed a new, subgame perfect proximal method 3/
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Ben Grimmer @profgrimmer.bsky.social · 18/11/2025
Rather than asking to do the best on the worst-case problem, we should be asking that, as it seems first-order information, our alg updates to do the best against the worst problem **with those gradients** This demands a dynamic form of optimality, called subgame perfection. 2/
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Ben Grimmer @profgrimmer.bsky.social · 18/11/2025
Lately, I have been obsessed with developing theoretically based optimization algorithms that actually attain the best practical performance. Alas, the classic model of minimax optimal methods is overly conservative; it overfits to tune its worst-case. We found a path forward 1/
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Ben Grimmer @profgrimmer.bsky.social · 14/08/2025
Enjoyed being part of the Brin Mathematical Research Center's summer school on Scientific Machine Learning last week. Many very good talks and always nice to visit UMD!
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Ben Grimmer @profgrimmer.bsky.social · 12/08/2025
You'll have to read the paper if you want the maths defining these extremal smoothings for any sublinear function and convex cone. I now have a whole family of optimal smoothing Russian nesting dolls living in my office. Enjoy: arxiv.org/abs/2508.06681
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Ben Grimmer @profgrimmer.bsky.social · 12/08/2025
If instead, you wanted the optimal outer smoothings (ie, sets containing K), there is a similar spectrum of optimal smoothings being everything between the minimal and maximal sets shown below.
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