Forward-Backward algorithms for weakly convex problems

arXiv2303.14021MaRDI QIDQ6430740FDOQ6430740

Authors: Ewa M. Bednarczuk, Giovanni Bruccola, Gabriele Scrivanti, The Hung Tran 

Publication date: 24 March 2023

Abstract: We investigate the convergence properties of exact and inexact forward-backward (FB) algorithms for the minimisation of the two functions $f+g$ defined on a Hilbert space, where $f$ is weakly convex and $g$ is convex and has a Lipschitz-continuous gradient. The main condition ensuring convergence is the sharpness of the objective $f+g$ around the solution set $S$. We show that the exact (FB) algorithm converges to a global solution provided that at a certain iteration the sequence is sufficiently close to the solution set. The inexact (FB) iterations converge to a ball around $S$ with radius depending upon the inexactness parameter $varepsilon$. As an application of the analysed algorithm, we consider a feasibility problem involving a sphere and a closed convex set.

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51) Axiomatic and generalized convexity (52A01)

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