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math.OC2026
A practical randomized trust-region method to escape saddle points in high dimension
Radu-Alexandru Dragomir, Xiaowen Jiang, Bonan Sun +1
Without randomization, escaping the saddle points of requires at least pieces of information about (values, gradients, Hessian-ve…
math.OC2024
Universality of AdaGrad Stepsizes for Stochastic Optimization: Inexact Oracle, Acceleration and Variance Reduction
Anton Rodomanov, Xiaowen Jiang, Sebastian Stich
We present adaptive gradient methods (both basic and accelerated) for solving convex composite optimization problems in which the main part is approximately smooth (a.k.a. $(δ, L)…