A forward-backward dynamical approach to the minimization of the sum of a nonsmooth convex with a smooth nonconvex function

Veröffentlichungen: Beitrag in FachzeitschriftArtikelPeer Reviewed

Abstract

We address the minimization of the sum of a proper, convex and lower semicontinuous function with a (possibly nonconvex) smooth function from the perspective of an implicit dynamical system of forward-backward type. The latter is formulated by means of the gradient of the smooth function and of the proximal point operator of the nonsmooth one. The trajectory generated by the dynamical system is proved to asymptotically converge to a critical point of the objective, provided a regularization of the latter satisfies the Kurdyka-? ojasiewicz property. Convergence rates for the trajectory in terms of the ? ojasiewicz exponent of the regularized objective function are also provided.

OriginalspracheEnglisch
Seiten (von - bis)463-477
Seitenumfang15
FachzeitschriftESAIM: Control, Optimisation and Calculus of Variations
Jahrgang24
Ausgabenummer2
Frühes Online-Datum22 Jan. 2018
DOIs
PublikationsstatusVeröffentlicht - Apr. 2018

Fördermittel

\u2217 The work of the second author was supported by FWF (Austrian Science Fund), Lise Meitner Programme, project M 1682-N25.

ÖFOS 2012

  • 101002 Analysis
  • 101016 Optimierung
  • 101027 Dynamische Systeme

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