@article{9970f5ca2151446b96c71689a94f5ec8,
title = "Gradient descent finds the cubic-regularized nonconvex Newton step",
abstract = "We consider the minimization of a nonconvex quadratic form regularized by a cubic term, which may exhibit saddle points and a suboptimal local minimum. Nonetheless, we prove that, under mild assumptions, gradient descent approximates the global minimum to within ε accuracy in O(ε−1 log(1/ε)) steps for large ε and O(log(1/ε)) steps for small ε (compared to a condition number we define), with at most logarithmic dependence on the problem dimension. When we use gradient descent to approximate the cubic-regularized Newton step, our result implies a rate of convergence to second-order stationary points of general smooth nonconvex functions.",
keywords = "Cubic regularization, Global optimization, Gradient descent, Newton's method, Nonasymptotic rate of convergence, Nonconvex quadratics, Power method, Trust region methods",
author = "Yair Carmon and John Duchi",
note = "Publisher Copyright: Copyright {\textcopyright} by SIAM. Unauthorized reproduction of this article is prohibited.",
year = "2019",
doi = "10.1137/17M1113898",
language = "אנגלית",
volume = "29",
pages = "2146--2178",
journal = "SIAM Journal on Optimization",
issn = "1052-6234",
publisher = "Society for Industrial and Applied Mathematics (SIAM)",
number = "3",
}