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Nonconvex Complexity Motivation and Context
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Classroom Contents
Nonconvex Optimization in Matrix Optimization and Distributionally Robust Optimization
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- 1 Intro
- 2 Outline
- 3 Nonconvex Complexity Motivation and Context
- 4 Unconstrained Nonconvex Complexity
- 5 Algorithms for Smooth Nonconvex Optimization
- 6 Operation Complexity
- 7 Line Search Newton CG Procedures Royer, O'Neill
- 8 Complexity Results
- 9 Computational Results
- 10 Nonconvex Optimization in ML
- 11 Example Matrix Completion (Symmetric)
- 12 Sketch of the Algorithm
- 13 Smoothing the Ramp Loss Function
- 14 Summary
