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, Ozdaglar, Asuman E, Jadbabaie-Moghadam, Ali
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Format: Article
Language:English
Published: Neural Information Processing Systems Foundation 2019
Online Access:https://hdl.handle.net/1721.1/121540