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An Adaptive High Order Method for Finding Third-Order Critical Points of Nonconvex Optimization
时间:2023年07月13日 11:51 点击数:

报告人:朱喜华

报告地点:腾讯会议 会议ID:889 864 8458 会议密码:115119

报告时间:2023年7月14日上午10:00-11:00

邀请人:徐东坡

报告摘要:

It is well known that finding a global optimum is extremely challenging for nonconvex optimization. There are some recent efforts regarding the optimization methods for computing higher-order critical points, which can exclude the so-called degenerate saddle points and reach a solution with better quality. Despite theoretical development in \cite{anandkumar2016efficient, cartis2018second, cartis2020sharp, chen2019high}, the corresponding numerical experiments are missing. In this paper, we propose an implementable higher-order method, named adaptive high order method (AHOM), that aims to find the third-order critical points. This is achieved by solving an “easier”  subproblem and incorporating the adaptive strategy of parameter-tuning in each iteration of the algorithm. The iteration complexity of the proposed method is established. Some preliminary numerical results are provided to show AHOM is able to escape the degenerate saddle points, where the second-order method could possibly get stuck.

主讲人简介:

朱喜华,上海商学院,讲师。2022.6毕业于上海财经大学。主要研究方向为:优化算法、机器学习。主持1项上海市自然科学基金面上项目。

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