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Life sciences · Preprint
arXiv · November 2, 2026
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Zeroth-order (ZO) optimization enables memory-efficient large language model (LLM) fine-tuning, and recent methods incorporate curvature-aware strategies. However, in the high-dimensional parameter space of LLMs, these methods inherently suffer from exploding gradient variance and prohibitive costs. Conversely, confining updates to a low-dimensional subspace reduces variance but discards critical high-dimensional information, degrading performance. This creates a fundamental dilemma: full-space optimization is informative but has high variance, while subspace optimization has low variance but loses information. To break this trade-off, we propose ENGINE (Endogenous Variational MultiScale). Inspired by computational mechanics, we adapt static Variational MultiScale (VMS) theory to dynamic optimization, treating low- and high-dimensional spaces as resolved coarse and unresolved fine scales. Through a multigrid-style V-cycle, ENGINE alternates between spaces, dynamically probing fine-grained information in the high-dimensional space and injecting it to correct the efficient low-dimensional sampling process. Under appropriate assumptions, statistical analysis characterizes variance reduction and correction of curvature-induced bias, and convergence analysis establishes a stationarity bound for the corrected coarse updates. Evaluations on standard LLM benchmarks show that ENGINE achieves higher accuracy and faster convergence than existing ZO methods, achieving up to a $2.61\times$ speed-up in forward passes with zero additional peak memory overhead. Code is available at https://github.com/AI4Science-WestlakeU/ENGINE.