Progressive Power Homotopy for Non-convex Optimization

Chen Xu

We propose a novel first-order method for non-convex optimization of the form ${\max }_{\mathbf{w}\in {\mathbb{R}}^d}{\mathbb{E}}_{\mathbf{x}\sim \mathcal{D}}[f_{\mathbf{w}}(\mathbf{x})]$, termed Progressi…