June 11, 2024, 4:49 a.m. | Luwei Bai

cs.LG updates on arXiv.org arxiv.org

arXiv:2401.09274v2 Announce Type: replace-cross
Abstract: We introduce a strict saddle property for $\ell_p$ regularized functions, and propose an iterative reweighted $\ell_1$ algorithm to solve the $\ell_p$ regularized problems. The algorithm is guaranteed to converge only to local minimizers when randomly initialized. The strict saddle property is shown generic on these sparse optimization problems. Those analyses as well as the proposed algorithm can be easily extended to general nonconvex regularized problems.

abstract algorithm arxiv converge cs.lg functions iterative math.oc optimization property replace solve the algorithm type

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