<p>This work extends the iterative framework proposed by Attouch et al. (Math Program 137:91–129, 2013) for minimizing a nonconvex and nonsmooth function <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\Phi\)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Φ</mi> </math></EquationSource> </InlineEquation> so that the generated sequence possesses a Q-superlinear convergence rate. This framework consists of a monotone decrease condition, a relative error condition and a subsequence condition, where the first two conditions involve a parameter <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(p\!&gt;0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>p</mi> <mspace width="-0.166667em" /> <mo>&gt;</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>. We prove that any sequence conforming to this framework is globally convergent when <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\Phi\)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Φ</mi> </math></EquationSource> </InlineEquation> is a Kurdyka–Łojasiewicz (KL) function, and the convergence has a Q-superlinear rate of order <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\frac{p}{\theta (1+p)}\)</EquationSource> <EquationSource Format="MATHML"><math> <mfrac> <mi>p</mi> <mrow> <mi>θ</mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>p</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </math></EquationSource> </InlineEquation> when <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\Phi\)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Φ</mi> </math></EquationSource> </InlineEquation> is a KL function of exponent <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\theta \in (0,\frac{p}{p+1})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>θ</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mfrac> <mi>p</mi> <mrow> <mi>p</mi> <mo>+</mo> <mn>1</mn> </mrow> </mfrac> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. Then, we demonstrate that the iterate sequence generated by an inexact <i>q</i>-order regularized proximal Newton method with <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(q\in [2,3]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>q</mi> <mo>∈</mo> <mo stretchy="false">[</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation> for composite optimization problems falls into this framework, and first achieve the Q-superlinear convergence rate of order 4/3 for an inexact cubic regularization method to solve this class of nonconvex and nonsmooth problems with KL property of exponent 1/2.</p>

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A superlinear convergence framework for Kurdyka–Łojasiewicz optimization

  • Yitian Qian,
  • Shaohua Pan

摘要

This work extends the iterative framework proposed by Attouch et al. (Math Program 137:91–129, 2013) for minimizing a nonconvex and nonsmooth function \(\Phi\) Φ so that the generated sequence possesses a Q-superlinear convergence rate. This framework consists of a monotone decrease condition, a relative error condition and a subsequence condition, where the first two conditions involve a parameter \(p\!>0\) p > 0 . We prove that any sequence conforming to this framework is globally convergent when \(\Phi\) Φ is a Kurdyka–Łojasiewicz (KL) function, and the convergence has a Q-superlinear rate of order \(\frac{p}{\theta (1+p)}\) p θ ( 1 + p ) when \(\Phi\) Φ is a KL function of exponent \(\theta \in (0,\frac{p}{p+1})\) θ ( 0 , p p + 1 ) . Then, we demonstrate that the iterate sequence generated by an inexact q-order regularized proximal Newton method with \(q\in [2,3]\) q [ 2 , 3 ] for composite optimization problems falls into this framework, and first achieve the Q-superlinear convergence rate of order 4/3 for an inexact cubic regularization method to solve this class of nonconvex and nonsmooth problems with KL property of exponent 1/2.