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When Are Nonconvex Problems Not Scary?

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arxiv 1510.06096 v2 pith:V7HR5CMO submitted 2015-10-21 math.OC cs.ITmath.ITstat.ML

classification math.OCcs.ITmath.ITstat.ML
keywords problemsgloballocalnonconvexalgorithmalternativesapplicationsaround
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In this note, we focus on smooth nonconvex optimization problems that obey: (1) all local minimizers are also global; and (2) around any saddle point or local maximizer, the objective has a negative directional curvature. Concrete applications such as dictionary learning, generalized phase retrieval, and orthogonal tensor decomposition are known to induce such structures. We describe a second-order trust-region algorithm that provably converges to a global minimizer efficiently, without special initializations. Finally we highlight alternatives, and open problems in this direction.

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Cited by 8 Pith papers

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