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math.OC2024
Proximal random reshuffling under local Lipschitz continuity
Cédric Josz, Lexiao Lai, Xiaopeng Li
We study proximal random reshuffling (PRR) for minimizing the sum of locally Lipschitz or locally smooth functions and a proper lower semicontinuous convex function without assumin…
math.OC2023
Convergence of the momentum method for semialgebraic functions with locally Lipschitz gradients
Cédric Josz, Lexiao Lai, Xiaopeng Li
We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semialgebraic functions with locally Lipschitz gradients. It enables…
math.OC2023
Certifying the absence of spurious local minima at infinity
Cédric Josz, Xiaopeng Li
When searching for global optima of nonconvex unconstrained optimization problems, it is desirable that every local minimum be a global minimum. This property of having no spurious…