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math.OC2021★ 1 cited
On the global convergence of randomized coordinate gradient descent for non-convex optimization
Ziang Chen, Yingzhou Li, Jianfeng Lu
In this work, we analyze the global convergence property of coordinate gradient descent with random choice of coordinates and stepsizes for non-convex optimization problems. Under…
math.OC2020★ 2 cited
A Trust-Region Method For Nonsmooth Nonconvex Optimization
Ziang Chen, Andre Milzarek, Zaiwen Wen
We propose a trust-region type method for a class of nonsmooth nonconvex optimization problems where the objective function is a summation of a (probably nonconvex) smooth function…