On Global Linear Convergence in Stochastic Nonconvex Optimization for Semidefinite Programming

DOI10.1109/TSP.2019.2925609OpenAlexW2957696227MaRDI QIDQ5238975FDOQ5238975

Yuan Yao, Jinshan Zeng, Ke Ma

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)

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

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