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math.OC2025
Projected gradient descent accumulates at Bouligand stationary points
Guillaume Olikier, Irène Waldspurger
This paper considers the projected gradient descent (PGD) algorithm for the problem of minimizing a continuously differentiable function on a nonempty closed subset of a Euclidean…
math.OC2025
Benign landscape for Burer-Monteiro factorizations of MaxCut-type semidefinite programs
Faniriana Rakoto Endor, Irène Waldspurger
We consider MaxCut-type semidefinite programs (SDP) which admit a low rank solution. To numerically leverage the low rank hypothesis, a standard algorithmic approach is the Burer-M…