On Constrained Nonconvex Stochastic Optimization: A Case Study for Generalized Eigenvalue Decomposition

Zhehui Chen, Xingguo Li, Lin Yang, Jarvis D. Haupt, Tuo Zhao. On Constrained Nonconvex Stochastic Optimization: A Case Study for Generalized Eigenvalue Decomposition. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 916-925, PMLR, 2019. [doi]

Abstract

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