We propose an efficient Alternating Direction Method of Multipliers (ADMM) to solve the nonconvex SSC and provide the convergence guarantee.
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.
We propose the Asynchronous Stochastic Variance Reduced Gradient (ASVRG) algorithm for nonconvex finite-sum problems.