3 papers
math.OC2019
A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Non-Convex Optimization
Maher Nouiehed, Meisam Razaviyayn
Motivated by TRACE algorithm [Curtis et al. 2017], we propose a trust region algorithm for finding second order stationary points of a linearly constrained non-convex optimization…
math.OC2019
Solving a Class of Non-Convex Min-Max Games Using Iterative First Order Methods
Maher Nouiehed, Maziar Sanjabi, Tianjian Huang +2
Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-c…
math.OC2018
Convergence to Second-Order Stationarity for Constrained Non-Convex Optimization
Maher Nouiehed, Jason D. Lee, Meisam Razaviyayn
We consider the problem of finding an approximate second-order stationary point of a constrained non-convex optimization problem. We first show that, unlike the gradient descent me…