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arxiv: 2505.00381 · v2 · submitted 2025-05-01 · 🧮 math.OC

Proximal gradient-type method with generalized distance and convergence analysis without global descent lemma

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keywords proximal gradient methodsnonconvex composite optimizationconvergence analysisgeneralized distanceinterior gradient methodsconic optimizationproximal mapping
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The pith

Proximal gradient methods for nonconvex composite problems converge using general proximal terms without a global descent property.

A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.

This paper shows how to analyze convergence of proximal gradient-type methods for nonconvex problems that minimize a smooth function plus a nonsmooth function. The usual requirement is dropped that the smooth term must satisfy a global descent inequality with the proximal term. Instead, the proofs rely on local arguments once the subproblems can be solved accurately enough. This change matters because it lets the proximal term be chosen mainly to make the subproblem tractable given the nonsmooth function, rather than forcing a compromise between descent and solvability. The same framework supplies new convergence guarantees for interior gradient methods on conic optimization problems.

Core claim

The central claim is that proximal gradient-type methods with arbitrary generalized distances admit convergence guarantees for nonconvex composite optimization without assuming any global descent property between the smooth term and the proximal mapping. The analysis uses local descent relations together with standard properness and lower-semicontinuity conditions that ensure the iterates are well-defined. As a direct consequence, the same arguments establish convergence for the interior gradient method applied to conic programs.

What carries the argument

Generalized proximal term (or generalized distance) placed inside the subproblem, which replaces the usual quadratic proximal term and allows the subproblem to be solved efficiently while convergence is recovered through local rather than global arguments.

Load-bearing premise

The chosen generalized distance must make the subproblems solvable to sufficient accuracy, and the overall objective must be proper and lower semicontinuous so the sequence of iterates remains well-defined.

What would settle it

Find a concrete nonconvex composite problem in which the smooth term has no global descent inequality with the chosen proximal term, apply the proximal gradient iteration, and check whether the generated sequence still converges to a stationary point under the paper's local accuracy conditions.

read the original abstract

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property between the smooth term and its proximal term. On the other hand, the ability to efficiently solve the subproblem depends on the compatibility between the nonsmooth term and the proximal term. Selecting an appropriate proximal term by considering both factors simultaneously is generally difficult. We overcome this issue by providing convergence analyses for proximal gradient-type methods with general proximal terms, without requiring global descent property of the smooth term. As a byproduct, new convergence results of the interior gradient methods for conic optimization are also provided.

Editorial analysis

A structured set of objections, weighed in public.

Desk editor's note, referee report, simulated authors' rebuttal, and a circularity audit. Tearing a paper down is the easy half of reading it; the pith above is the substance, this is the friction.

Referee Report

2 major / 2 minor

Summary. The manuscript develops proximal gradient-type methods for nonconvex composite optimization using a generalized distance in place of the standard Euclidean proximal term. It derives convergence guarantees that avoid any global descent lemma on the smooth component, relying instead on local arguments together with standard properness and lower-semicontinuity assumptions. As a byproduct, new convergence statements are obtained for interior gradient methods applied to conic optimization problems.

Significance. If the local-analysis arguments are fully rigorous, the work increases the design freedom for proximal terms that are computationally tractable for the nonsmooth summand, even when those terms fail to satisfy a global descent inequality with the smooth part. The byproduct results for interior-point-style methods on conic programs would constitute a modest but useful extension of existing theory.

major comments (2)
  1. [§3.2] §3.2, Eq. (3.8): the local descent inequality invoked to control the smooth term is stated without an explicit uniformity condition on the step-size sequence; it is unclear whether the same step-size rule remains valid for all iterates when the smooth function is nonconvex and the generalized distance is only assumed to satisfy the listed local properties.
  2. [Theorem 4.3] Theorem 4.3: the convergence rate for the interior gradient method on the conic problem is obtained by specializing the general result, but the specialization appears to re-introduce a global Lipschitz assumption on the gradient that was avoided in the main development; this needs explicit justification or removal.
minor comments (2)
  1. [§2] The notation distinguishing the generalized distance D from the proximal mapping T is introduced late; an early table or remark in §2 would improve readability.
  2. [Introduction] Several citations to standard references on proximal methods (e.g., the original Beck–Teboulle paper) are missing from the introduction.

Simulated Author's Rebuttal

2 responses · 0 unresolved

We thank the referee for the careful reading and constructive comments on our manuscript. We address each major comment below, providing clarifications and indicating where revisions will be made.

read point-by-point responses
  1. Referee: [§3.2] §3.2, Eq. (3.8): the local descent inequality invoked to control the smooth term is stated without an explicit uniformity condition on the step-size sequence; it is unclear whether the same step-size rule remains valid for all iterates when the smooth function is nonconvex and the generalized distance is only assumed to satisfy the listed local properties.

    Authors: We agree that an explicit uniformity statement would improve rigor. The local properties of the generalized distance, together with properness and lower-semicontinuity of the objective, ensure that all iterates remain in a compact neighborhood of any limit point where a uniform positive lower bound on admissible step sizes exists. We will revise §3.2 to state this uniformity condition explicitly and to note that the step-size rule can therefore be applied uniformly along the sequence. revision: yes

  2. Referee: [Theorem 4.3] Theorem 4.3: the convergence rate for the interior gradient method on the conic problem is obtained by specializing the general result, but the specialization appears to re-introduce a global Lipschitz assumption on the gradient that was avoided in the main development; this needs explicit justification or removal.

    Authors: The main development avoids a global descent lemma between the smooth function and the proximal mapping; it does not prohibit a global Lipschitz assumption on the gradient when the latter is natural for the problem class. For the interior gradient method on conic programs the smooth component is a self-concordant barrier or linear objective whose gradient is globally Lipschitz on the interior of the cone, a standard and well-justified hypothesis in that literature. The specialization therefore does not contradict the general result. We will add a short clarifying remark after Theorem 4.3 distinguishing the avoided descent lemma from the Lipschitz condition used only for the rate in this application. revision: partial

Circularity Check

0 steps flagged

No significant circularity in derivation chain

full rationale

The paper presents a direct convergence analysis for proximal gradient-type methods with generalized distances, replacing the global descent lemma with local arguments under standard lower-semicontinuity, properness, and subproblem accuracy conditions. No load-bearing step reduces the main result to a fitted quantity, self-referential definition, or self-citation chain; the claims are derived from the iteration structure and well-definedness assumptions without renaming known results or smuggling ansatzes. The byproduct interior gradient results for conic problems follow the same general framework. The derivation is self-contained against external mathematical benchmarks.

Axiom & Free-Parameter Ledger

0 free parameters · 1 axioms · 0 invented entities

The analysis rests on standard assumptions from nonsmooth optimization (proper lower-semicontinuous functions, existence of minimizers of the proximal subproblems) together with the definition of a generalized distance that replaces the usual squared Euclidean term. No free parameters or invented entities are introduced in the abstract.

axioms (1)
  • domain assumption The objective is a sum of a differentiable function and a proper lower-semicontinuous function whose proximal mapping with respect to the generalized distance is well-defined.
    Invoked when the global descent lemma is removed and local descent or sufficient decrease arguments are substituted.

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