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.
| Original language | English |
|---|---|
| Pages (from-to) | 463-477 |
| Number of pages | 15 |
| Journal | ESAIM: Control, Optimisation and Calculus of Variations |
| Volume | 24 |
| Issue number | 2 |
| Early online date | 22 Jan 2018 |
| DOIs | |
| Publication status | Published - Apr 2018 |
Austrian Fields of Science 2012
- 101002 Analysis
- 101016 Optimisation
- 101027 Dynamical systems
Keywords
- CONVERGENCE
- Dynamical systems
- INEQUALITIES
- Kurdyka-Lojasiewicz property
- MONOTONE INCLUSIONS
- OPTIMIZATION
- PROXIMAL ALGORITHM
- SYSTEMS
- continuous forward-backward method
- limiting subdifferential
- nonsmooth optimization
- Continuous forward-backward method
- Nonsmooth optimization, limiting subdifferential
- Kurdyka-? ojasiewicz property