Approaching nonsmooth nonconvex minimization through second-order proximal-gradient dynamical systems
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limiting subdifferentialnonsmooth nonconvex optimizationsecond-order dynamical systemKurdyka-Łojasiewicz property
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Asymptotic properties of solutions to ordinary differential equations (34D05) Nonlinear differential equations in abstract spaces (34G20) Monotone operators and generalizations (47H05) Iterative procedures involving nonlinear operators (47J25)
Abstract: We investigate the asymptotic properties of the trajectories generated by a second-order dynamical system of proximal-gradient type stated in connection with the minimization of the sum of a nonsmooth convex and a (possibly nonconvex) smooth function. The convergence of the generated trajectory to a critical point of the objective is ensured provided a regularization of the objective function satisfies the Kurdyka-L{}ojasiewicz property. We also provide convergence rates for the trajectory formulated in terms of the L{}ojasiewicz exponent.
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Cited in
(19)- Continuous dynamics related to monotone inclusions and non-smooth optimization problems
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- A nonmonotone accelerated proximal gradient method with variable stepsize strategy for nonsmooth and nonconvex minimization problems
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- Solving convex optimization problems via a second order dynamical system with implicit Hessian damping and Tikhonov regularization
- A new minimizing-movements scheme for curves of maximal slope
- Second-Order Guarantees of Stochastic Gradient Descent in Nonconvex Optimization
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