A Homogenization Approach for Gradient-Dominated Stochastic Optimization

no code implementations • 21 Aug 2023 • Jiyuan Tan, Chenyu Xue, Chuwen Zhang, Qi Deng, Dongdong Ge, Yinyu Ye

In this paper, we propose the stochastic homogeneous second-order descent method (SHSODM) for stochastic functions enjoying gradient dominance property based on a recently proposed homogenization approach.

Management Reinforcement Learning (RL) +2

DRSOM: A Dimension Reduced Second-Order Method

3 code implementations • 30 Jul 2022 • Chuwen Zhang, Dongdong Ge, Chang He, Bo Jiang, Yuntian Jiang, Yinyu Ye

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization.