Convergence Analysis

Nonconvex Sparse Spectral Clustering by Alternating Direction Method of Multipliers

We propose an efficient Alternating Direction Method of Multipliers (ADMM) to solve the nonconvex SSC and provide the convergence guarantee.

SPIDER Near-Optimal Non-Convex Optimization via Stochastic Path-Integrated Differential Estimator

We propose a new technique named Stochastic Path-Integrated Differential EstimatoR (Spider), which can be used to track many deterministic quantities of interest with significantly reduced computational cost.

Parallel Asynchronous Stochastic Variance Reduction for Nonconvex Optimization

We propose the Asynchronous Stochastic Variance Reduced Gradient (ASVRG) algorithm for nonconvex finite-sum problems.