Active strict saddles in nonsmooth optimization

12/16/2019
by   Damek Davis, et al.
0

We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We argue that the strict saddle property may be a realistic assumption in applications, since it provably holds for generic semi-algebraic optimization problems.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset