Lai Tian

On the Finite-Time Complexity and Practical Computation of Approximate Stationarity Concepts of Lipschitz Functions

2021 · arXiv (Cornell University)

We report a practical finite-time algorithmic scheme to compute approximately stationary points for nonconvex nonsmooth Lipschitz functions. In particular, we are interested in two kinds of approximate stationarity notions for nonconvex nonsmooth problems, i.e., Goldstein …