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Randomized coordinate gradient descent almost surely escapes strict saddle points

Year: 2025
Type: preprint
Abstract: We analyze the behavior of randomized coordinate gradient descent for nonconvex optimization, proving that under standard assumptions, the iterates almost surely escape strict saddle points. By formulating the method as a nonlinear random dynamical system and characterizing neighborhoods of critical points, we establish this result through the center-stable manifold theorem.
Language: English
Open Access status: green
OpenAlex ID: W4416242551
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