2019
DOI: 10.1007/978-3-030-16841-4_7
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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 nonconvex 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. This is the extended version of the paper that contains the proofs.

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Cited by 8 publications
(7 citation statements)
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“…with regularization parameter λ > 0, which trades-off approximation error and sparsity. We can solve Equation ( 10) by a proximal gradient descent, as done in [66]; although problem ( 10) is non-convex, we have similar convergence results as for gradient descent, meaning that for small regularization parameters λ, we can show convergence of perturbed proximal gradient descent to a second-order stationary point [28].…”
Section: Setting Parameters To Zeromentioning
confidence: 79%
“…with regularization parameter λ > 0, which trades-off approximation error and sparsity. We can solve Equation ( 10) by a proximal gradient descent, as done in [66]; although problem ( 10) is non-convex, we have similar convergence results as for gradient descent, meaning that for small regularization parameters λ, we can show convergence of perturbed proximal gradient descent to a second-order stationary point [28].…”
Section: Setting Parameters To Zeromentioning
confidence: 79%
“…The convergence of these algorithms is usually established via the geometric analysis of the landscape of the objective function. One of the important geometric properties is the strict saddle property (Sun et al, 2018), which combined with the smoothness properties can guarantee the global polynomial-time convergence for various saddle-escaping algorithms (Jin et al, , 2018Sun et al, 2018;Huang & Becker, 2019). For the linear case, Ge et al (2016 proved the strict saddle property for both problems (3)-( 4) when the RIP constant is sufficiently small.…”
Section: Burer-monterio Factorization and Basic Propertiesmentioning
confidence: 99%
“…This result greatly improves the bounds in ; Zhu et al (2021) and extends the result in Ha et al (2020) to approximate second-order critical points. With the strict saddle property and certain smoothness properties, a wide range of algorithms guarantee a global polynomial-time convergence with a random initialization; see Jin et al ( , 2018; Sun et al (2018); Huang & Becker (2019). Due to the special non-convex structure of our problems and the RIP property, it is possible to prove the boundedness of the trajectory of the perturbed gradient descent method using a similar method as in .…”
Section: Contributionsmentioning
confidence: 99%
“…Iterative methods such as proximal gradient descent [33] and the alternating direction method of multipliers (ADMM) [11] are deployed for solving the aforementioned optimization problems. To minimize loss functions with nuclear norm, a surrogate relaxation and careful initialization is needed to deploy the conditional gradient method [100].…”
Section: Classical Model-based Image Reconstructionmentioning
confidence: 99%