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

Radu Ioan Bot (Corresponding author), Ernö Robert Csetnek

Publications: Contribution to journalArticlePeer 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.

Original languageEnglish
Pages (from-to)463-477
Number of pages15
JournalESAIM: Control, Optimisation and Calculus of Variations
Volume24
Issue number2
Early online date22 Jan 2018
DOIs
Publication statusPublished - 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

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