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20082026
most citedStochastic Variance Reduction for Nonconvex Optimization

226 citations · 1.9k across the 128 of their papers we have counts for

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Showing 2022 · math.OCShow all

5 papers · 2 filters

math.OC2022★ 1 cited

Computing Brascamp-Lieb Constants through the lens of Thompson Geometry

Melanie Weber, Suvrit Sra

This paper studies algorithms for efficiently computing Brascamp-Lieb constants, a task that has recently received much interest. In particular, we reduce the computation to a nonl…

math.OC2022★ 1 cited

CCCP is Frank-Wolfe in disguise

Alp Yurtsever, Suvrit Sra

This paper uncovers a simple but rather surprising connection: it shows that the well-known convex-concave procedure (CCCP) and its generalization to constrained problems are both…

math.OC2022

On a class of geodesically convex optimization problems solved via Euclidean MM methods

Melanie Weber, Suvrit Sra

We study geodesically convex (g-convex) problems that can be written as a difference of Euclidean convex functions. This structure arises in several optimization problems in statis…

math.OC2022★ 8 cited

Understanding the unstable convergence of gradient descent

Kwangjun Ahn, Jingzhao Zhang, Suvrit Sra

Most existing analyses of (stochastic) gradient descent rely on the condition that for -smooth costs, the step size is less than . However, many works have observed that in…

math.OC2022★ 1 cited

Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm

Peiyuan Zhang, Jingzhao Zhang, Suvrit Sra

Deciding whether saddle points exist or are approximable for nonconvex-nonconcave problems is usually intractable. This paper takes a step towards understanding a broad class of no…