An extension of the proximal point algorithm beyond convexity

DOI10.1007/S10898-021-01081-4MaRDI QIDQ6365549arXivFDO

Authors Sorin-Mihai Grad, Felipe Lara

Publication date 18 April 2021

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10898-021-01081-4

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

arXiv classification

cs.NAmath.NAmath.OC

Abstract: We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpansive. We provide examples of (strongly) quasiconvex, weakly convex, and DC (difference of convex) functions that are prox-convex, however none of these classes fully contains the one of prox-convex functions or is included into it. We show that the classical proximal point algorithm remains convergent when the convexity of the proper lower semicontinuous function to be minimized is relaxed to prox-convexity.

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