Proximal gradient-type method with generalized distance and convergence analysis without global descent lemma
Pith reviewed 2026-05-22 17:59 UTC · model grok-4.3
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.
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.
Referee Report
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)
- [§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.
- [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)
- [§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.
- [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
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
-
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
-
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
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
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.
Lean theorems connected to this paper
-
IndisputableMonolith/Cost/FunctionalEquation.leanJcost definition and cosh-log equivalence matches?
matchesMATCHES: this paper passage directly uses, restates, or depends on the cited Recognition theorem or module.
D_exp(z, w) := ∑ ψ(z_j − w_j) where ψ(ξ) := (e^ξ + e^{-ξ})/2 − 1 = cosh(ξ) − 1
-
IndisputableMonolith/Foundation/AlphaCoordinateFixation.leanhigher-derivative calibration and local J-cost forcing echoes?
echoesECHOES: this paper passage has the same mathematical shape or conceptual pattern as the Recognition theorem, but is not a direct formal dependency.
convergence analyses … without requiring global descent property of the smooth term … local arguments
What do these tags mean?
- matches
- The paper's claim is directly supported by a theorem in the formal canon.
- supports
- The theorem supports part of the paper's argument, but the paper may add assumptions or extra steps.
- extends
- The paper goes beyond the formal theorem; the theorem is a base layer rather than the whole result.
- uses
- The paper appears to rely on the theorem as machinery.
- contradicts
- The paper's claim conflicts with a theorem or certificate in the canon.
- unclear
- Pith found a possible connection, but the passage is too broad, indirect, or ambiguous to say the theorem truly supports the claim.
Reference graph
Works this paper leans on
-
[1]
Miju Ahn, Jong-Shi Pang, and Jack Xin. Difference-of-convex learning: directional stationarity, opti- mality, and sparsity.SIAM Journal on Optimization, 27(3):1637–1665, 2017
work page 2017
-
[2]
Tal Amir, Ronen Basri, and Boaz Nadler. The trimmed lasso: Sparse recovery guarantees and practical optimization by the generalized soft-min penalty.SIAM Journal on Mathematics of Data Science, 3(3): 900–929, 2021
work page 2021
-
[3]
Hedy Attouch and Marc Teboulle. Regularized Lotka–Volterra dynamical system as continuous proximal- like method in optimization.Journal of optimization theory and applications, 121:541–570, 2004
work page 2004
-
[4]
H´ edy Attouch, J´ erˆ ome Bolte, Patrick Redont, and Antoine Soubeyran. Proximal alternating minimiza- tion and projection methods for nonconvex problems: An approach based on the kurdyka- lojasiewicz inequality.Mathematics of operations research, 35(2):438–457, 2010
work page 2010
-
[5]
Hedy Attouch, J´ erˆ ome Bolte, and Benar Fux Svaiter. Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized gauss–seidel methods.Mathematical programming, 137(1):91–129, 2013
work page 2013
-
[6]
Alfred Auslender and Marc Teboulle. Interior gradient and epsilon-subgradient descent methods for constrained convex minimization.Mathematics of Operations Research, 29(1):1–26, 2004
work page 2004
-
[7]
Alfred Auslender and Marc Teboulle. Interior gradient and proximal methods for convex and conic optimization.SIAM Journal on Optimization, 16(3):697–725, 2006
work page 2006
-
[8]
Alfred Auslender, Marc Teboulle, and Sami Ben-Tiba. Interior proximal and multiplier methods based on second order homogeneous kernels.Mathematics of Operations Research, 24(3):645–668, 1999
work page 1999
-
[9]
Alfred Auslender, Marc Teboulle, and Sami Ben-Tiba. A logarithmic-quadratic proximal method for variational inequalities.Computational Optimization: A Tribute to Olvi Mangasarian Volume I, pages 31–40, 1999. 27
work page 1999
-
[10]
Heinz H Bauschke, J´ erˆ ome Bolte, and Marc Teboulle. A descent lemma beyond lipschitz gradient continuity: first-order methods revisited and applications.Mathematics of Operations Research, 42(2): 330–348, 2017
work page 2017
- [11]
-
[12]
Stephen Becker and Jalal Fadili. A quasi-newton proximal splitting method.Advances in neural infor- mation processing systems, 25, 2012
work page 2012
-
[13]
Athena scientific, 2nd edition, 1999
Dimitri P Bertsekas.Nonlinear Programming. Athena scientific, 2nd edition, 1999
work page 1999
-
[14]
J´ erˆ ome Bolte and Marc Teboulle. Barrier operators and associated gradient-like dynamical systems for constrained minimization problems.SIAM journal on control and optimization, 42(4):1266–1292, 2003
work page 2003
-
[15]
J´ erˆ ome Bolte, Aris Daniilidis, and Adrian Lewis. The lojasiewicz inequality for nonsmooth subanalytic functions with applications to subgradient dynamical systems.SIAM Journal on Optimization, 17(4): 1205–1223, 2007
work page 2007
-
[16]
J´ erˆ ome Bolte, Shoham Sabach, and Marc Teboulle. Proximal alternating linearized minimization for nonconvex and nonsmooth problems.Mathematical Programming, 146(1):459–494, 2014
work page 2014
-
[17]
J´ erˆ ome Bolte, Shoham Sabach, Marc Teboulle, and Yakov Vaisbourd. First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems.SIAM Journal on Optimization, 28(3):2131–2151, 2018
work page 2018
-
[18]
Silvia Bonettini, Ignace Loris, Federica Porta, and Marco Prato. Variable metric inexact line-search- based methods for nonsmooth optimization.SIAM journal on optimization, 26(2):891–921, 2016
work page 2016
-
[19]
Convergence rates in forward–backward splitting.SIAM Journal on Optimization, 7(2):421–444, 1997
George HG Chen and R Tyrrell Rockafellar. Convergence rates in forward–backward splitting.SIAM Journal on Optimization, 7(2):421–444, 1997
work page 1997
-
[20]
Alberto De Marchi. Proximal gradient methods beyond monotony.Journal of Nonsmooth Analysis and Optimization, 4(Original research articles), 2023
work page 2023
-
[21]
Alberto De Marchi and Andreas Themelis. Proximal gradient algorithms under local lipschitz gradi- ent continuity: A convergence and robustness analysis of panoc.Journal of Optimization Theory and Applications, 194(3):771–794, 2022
work page 2022
-
[22]
PPB Eggermont. Multiplicative iterative algorithms for convex programming.Linear Algebra and its Applications, 130:25–42, 1990
work page 1990
-
[23]
Masao Fukushima and Hisashi Mine. A generalized proximal point algorithm for certain non-convex minimization problems.International Journal of Systems Science, 12(8):989–1000, 1981
work page 1981
-
[24]
Convergence of a gradient projection method.Technical report LIDS-P-1201, 1982
Eli M Gafni and Dimitri P Bertsekas. Convergence of a gradient projection method.Technical report LIDS-P-1201, 1982
work page 1982
-
[25]
Jun-ya Gotoh, Akiko Takeda, and Katsuya Tono. Dc formulations and algorithms for sparse optimization problems.Mathematical Programming, 169(1):141–176, 2018
work page 2018
-
[26]
Xiaoqin Hua and Nobuo Yamashita. Block coordinate proximal gradient methods with variable bregman functions for nonsmooth separable optimization.Mathematical Programming, 160(1):1–32, 2016. 28
work page 2016
-
[27]
Two-levelℓ 1 minimiza- tion for compressed sensing.Signal Processing, 108:459–475, 2015
Xiaolin Huang, Yipeng Liu, Lei Shi, Sabine Van Huffel, and Johan AK Suykens. Two-levelℓ 1 minimiza- tion for compressed sensing.Signal Processing, 108:459–475, 2015
work page 2015
-
[28]
An interior point multiplicative method for optimization under positivity constraints
Alfredo N Iusem. An interior point multiplicative method for optimization under positivity constraints. Acta Applicandae Mathematica, 38:163–184, 1995
work page 1995
-
[29]
Alfredo N Iusem, BF Svaiter, and Marc Teboulle. Multiplicative interior gradient methods for mini- mization over the nonnegative orthant.SIAM journal on control and optimization, 34(1):389–406, 1996
work page 1996
-
[30]
Xiaoxi Jia, Christian Kanzow, and Patrick Mehlitz. Convergence analysis of the proximal gradient method in the presence of the kurdyka– lojasiewicz property without global lipschitz assumptions.SIAM Journal on Optimization, 33(4):3038–3056, 2023
work page 2023
-
[31]
Christian Kanzow and Leo Lehmann. Convergence of nonmonotone proximal gradient methods under the Kurdyka– lojasiewicz property without a global Lipschitz assumption.Journal of Optimization Theory and Applications, 207(1):4, 2025
work page 2025
-
[32]
Christian Kanzow and Patrick Mehlitz. Convergence properties of monotone and nonmonotone proximal gradient methods revisited.Journal of Optimization Theory and Applications, 195(2):624–646, 2022
work page 2022
-
[33]
Daniel Lee and H Sebastian Seung. Algorithms for non-negative matrix factorization.Advances in neural information processing systems, 13, 2000
work page 2000
-
[34]
Jason D Lee, Yuekai Sun, and Michael A Saunders. Proximal Newton-type methods for minimizing composite functions.SIAM Journal on Optimization, 24(3):1420–1443, 2014
work page 2014
-
[35]
Guoyin Li and Ting Kei Pong. Calculus of the exponent of kurdyka- lojasiewicz inequality and its applications to linear convergence of first-order methods.Foundations of Computational Mathematics, 18:1199–1232, 2017
work page 2017
-
[36]
Haihao Lu, Robert M Freund, and Yurii Nesterov. Relatively smooth convex optimization by first-order methods, and applications.SIAM Journal on Optimization, 28(1):333–354, 2018
work page 2018
-
[37]
Zhaosong Lu, Xiaorui Li, and Shuhuang Xiang. Exact penalization for cardinality and rank-constrained optimization problems via partial regularization.Optimization Methods and Software, 38(2):412–433, 2023
work page 2023
-
[38]
Ziyan Luo, Yingnan Wang, and Xianglilan Zhang. New improved penalty methods for sparse recon- struction based on difference of two norms.Technical report, 2013. doi: 10.13140/RG.2.1.3256.3369
-
[39]
Springer Science & Business Media, 2009
R Tyrrell Rockafellar and Roger J-B Wets.Variational analysis, volume 317. Springer Science & Business Media, 2009
work page 2009
-
[40]
Peter J Rousseeuw. Least median of squares regression.Journal of the American statistical association, 79(388):871–880, 1984
work page 1984
-
[41]
Larry A Shepp and Yehuda Vardi. Maximum likelihood reconstruction for emission tomography.IEEE transactions on medical imaging, 1(2):113–122, 1982
work page 1982
-
[42]
Springer Science & Business Media, 1997
Masahiro Shiota.Geometry of Subanalytic and Semialgebraic Sets. Springer Science & Business Media, 1997. 29
work page 1997
-
[43]
Hongwei Sun, Yuehua Cui, Qian Gao, and Tong Wang. Trimmed lasso regression estimator for binary response data.Statistics & Probability Letters, 159:108679, 2020
work page 2020
-
[44]
Shota Takahashi, Mirai Tanaka, and Shiro Ikeda. Majorization-minimization bregman proximal gra- dient algorithms for nmf with the kullback–leibler divergence.Journal of Optimization Theory and Applications, 208(1):1–34, 2026
work page 2026
-
[45]
Paul Tseng and Sangwoon Yun. A coordinate gradient descent method for nonsmooth separable mini- mization.Mathematical Programming, 117:387–423, 2009
work page 2009
-
[46]
Quang Van Nguyen. Forward-backward splitting with bregman distances.Vietnam Journal of Mathe- matics, 45(3):519–539, 2017
work page 2017
-
[47]
Yehuda Vardi, Larry A Shepp, and Linda Kaufman. A statistical model for positron emission tomogra- phy.Journal of the American statistical Association, 80(389):8–20, 1985
work page 1985
-
[48]
H Varian. A bayesian approach to real estate assessment.Studies in Bayesian Econometrics and Statistics in Honor of Leonard J/Savage, 1975
work page 1975
-
[49]
Shotaro Yagishita. Fast algorithm for sparse least trimmed squares via trimmed-regularized reformula- tion.arXiv preprint arXiv:2410.04554, 2024
-
[50]
Shotaro Yagishita and Jun-ya Gotoh. Exact penalization at d-stationary points of cardinality-or rank- constrained problem.Optimization, pages 1–35, 2025
work page 2025
-
[51]
Arnold Zellner. Bayesian estimation and prediction using asymmetric loss functions.Journal of the American Statistical Association, 81(394):446–451, 1986
work page 1986
-
[52]
Hongchao Zhang and William W Hager. A nonmonotone line search technique and its application to unconstrained optimization.SIAM journal on Optimization, 14(4):1043–1056, 2004. 30
work page 2004
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.