Cornell University; Massachussetts Institute of Technology; University of Washington, Seattle
Damek Davis, Dmitriy Drusvyatskiy, Yin Tat Lee, Swati Padmanabhan, Guanghao Ye
nonconvex optimization;nonsmooth optimization;nonconvex nonsmooth optimization;Goldstein subdifferential;cutting plane method.
A gradient sampling method with complexity guarantees for Lipschitz functions in high and low dimensions