When Are Nonconvex Problems Not Scary?

21 Oct 2015Ju SunQing QuJohn Wright

In this note, we focus on smooth nonconvex optimization problems that obey: (1) all local minimizers are also global; and (2) around any saddle point or local maximizer, the objective has a negative directional curvature. Concrete applications such as dictionary learning, generalized phase retrieval, and orthogonal tensor decomposition are known to induce such structures... (read more)

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