Forward-Backward algorithms for weakly convex problems

MaRDI QIDQ6430740zbMATH OpenFDO

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

Publication date 24 March 2023

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)

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.

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