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math.OC2022
Accelerated Multiplicative Weights Update Avoids Saddle Points almost always
Yi Feng, Ioannis Panageas, Xiao Wang
We consider non-convex optimization problems with constraint that is a product of simplices. A commonly used algorithm in solving this type of problem is the Multiplicative Weights…
math.OC2016★ 15 cited
Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Xiao Wang, Shiqian Ma, Donald Goldfarb +1
In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function i…
math.OC2013★ 1 cited
Penalty Methods with Stochastic Approximation for Stochastic Nonlinear Programming
Xiao Wang, Shiqian Ma, Ya-xiang Yuan
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or fun…