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20152022
most citedSONIA: A Symmetric Blockwise Truncated Optimization Algorithm

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math.OC2022

Gradient Descent and the Power Method: Exploiting their connection to find the leftmost eigen-pair and escape saddle points

Rachael Tappenden, Martin Takáč

This work shows that applying Gradient Descent (GD) with a fixed step size to minimize a (possibly nonconvex) quadratic function is equivalent to running the Power Method (PM) on t…