Escaping saddle points in constrained optimization

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set C. We propose a generic framework that yields convergence to a second-order stationary point of the problem, if the convex set C is simple for a quadratic objective fu...

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Bibliographic Details
Main Authors: Mokhtari, Aryan (Author), Ozdaglar, Asuman E (Author), Jadbabaie-Moghadam, Ali (Author)
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor), Massachusetts Institute of Technology. Department of Civil and Environmental Engineering (Contributor)
Format: Article
Language:English
Published: Neural Information Processing Systems Foundation, 2019-07-09T15:27:53Z.
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