Anthony Man-Cho So

On computing Goldstein approximate second-order stationary points of structured nonsmooth nonconvex programs

In this paper, we exhibit a randomized first-order algorithm to compute Goldstein approximate second-order stationary points of $L$-smooth functions, using tools from randomized smoothing. The algorithm has oracle complexity $\widetilde{O}({ n^2}/{\varepsilon^9}+{ n^3}/{\varepsilon^7})$, where $n=1,2,\ldots$ is the input dimension and $\varepsilon>0$ is the (common) tolerance. We also present extensions to weakly convex functions and applications to bilevel optimization.