arXiv · 1901.08958
Perturbed Proximal Descent to Escape Saddle Points for Non-convex and Non-smooth Objective Functions
Abstract
We consider the problem of finding local minimizers in non-convex and non-smooth optimization. Under the assumption of strict saddle points, positive results have been derived for first-order methods. We present the first known results for the non-smooth case, which requires different analysis and a different algorithm.
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Zhishen Huang, Stephen Becker. 2019-01-24. Perturbed Proximal Descent to Escape Saddle Points for Non-convex and Non-smooth Objective Functions. https://doi.org/10.1007/978-3-030-16841-4_7
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