On Global Linear Convergence in Stochastic Nonconvex Optimization for Semidefinite Programming

DOI10.1109/TSP.2019.2925609MaRDI QIDQ5238975zbMATH OpenOpenAlexFDO

Authors Jinshan Zeng, Ke Ma, Yuan Yao

Publication date 28 October 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2019.2925609

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(5)

• On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization
• A linearly convergent stochastic recursive gradient method for convex optimization
• Sharp global convergence guarantees for iterative nonconvex optimization with random data
• On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization
• A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization

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