# Subgradient methods for sharp weakly convex functions

arXiv: https://arxiv.org/abs/1803.02461 · HTML: https://mlsanity.com/paper/1803.02461/

## Key facts

- Cited by 33 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 6 Mar 2018.

## Built on by (most cited first, 30 of 33)

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## Abstract (arXiv)

Subgradient methods converge linearly on a convex function that grows sharply away from its solution set. In this work, we show that the same is true for sharp functions that are only weakly convex, provided that the subgradient methods are initialized within a fixed tube around the solution set. A variety of statistical and signal processing tasks come equipped with good initialization, and provably lead to formulations that are both weakly convex and sharp. Therefore, in such settings, subgradient methods can serve as inexpensive local search procedures. We illustrate the proposed techniques on phase retrieval and covariance estimation problems.
