no code implementations • 18 Jul 2020 • Zhongruo Wang, Bingyuan Liu, Shixiang Chen, Shiqian Ma, Lingzhou Xue, Hongyu Zhao
This paper considers a widely adopted model for SSC, which can be formulated as an optimization problem over the Stiefel manifold with nonsmooth and nonconvex objective.
no code implementations • 22 Jan 2020 • Zhongruo Wang, Krishnakumar Balasubramanian, Shiqian Ma, Meisam Razaviyayn
We establish that under the SGC assumption, the complexities of the stochastic algorithms match that of deterministic algorithms.
no code implementations • 12 Nov 2019 • Zhongruo Wang
We consider the stochastic nested composition optimization problem where the objective is a composition of two expected-value functions.