Randomized coordinate gradient descent almost surely escapes strict saddle points

math.OC arXiv:2508.07535
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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.

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