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- W4287117312 abstract "Recent work has shown that stochastically perturbed gradient methods can efficiently escape strict saddle points of smooth functions. We extend this body of work to nonsmooth optimization, by analyzing an inexact analogue of a stochastically perturbed gradient method applied to the Moreau envelope. The main conclusion is that a variety of algorithms for nonsmooth optimization can escape strict saddle points of the Moreau envelope at a controlled rate. The main technical insight is that typical algorithms applied to the proximal subproblem yield directions that approximate the gradient of the Moreau envelope in relative terms." @default.
- W4287117312 created "2022-07-25" @default.
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- W4287117312 date "2021-06-17" @default.
- W4287117312 modified "2023-10-17" @default.
- W4287117312 title "Escaping strict saddle points of the Moreau envelope in nonsmooth optimization" @default.
- W4287117312 doi "https://doi.org/10.48550/arxiv.2106.09815" @default.
- W4287117312 hasPublicationYear "2021" @default.
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