Convergence Analysis of Homotopy-SGD for non-convex optimization.

Matilde Gargiani Andrea Zanelli Quoc Tran-Dinh Moritz Diehl Frank Hutter

Published in: CoRR (2020)

Keyphrases

convex optimization
convergence analysis
global convergence
newton method
primal dual
low rank
optimality conditions
convergence rate
stochastic gradient descent
total variation
convex sets
approximation methods
lower bound
fixed point
least squares
model selection