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arxiv: 1709.04072 · v6 · pith:JP4JBDC3new · submitted 2017-09-12 · 🧮 math.OC · math.NA· stat.ML

A convergence framework for inexact nonconvex and nonsmooth algorithms and its applications to several iterations

classification 🧮 math.OC math.NAstat.ML
keywords algorithmnonconvexalgorithmsconditionconvergenceinexactnonsmoothsequence
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In this paper, we consider the convergence of an abstract inexact nonconvex and nonsmooth algorithm. We promise a pseudo sufficient descent condition and a pseudo relative error condition, which are both related to an auxiliary sequence, for the algorithm; and a continuity condition is assumed to hold. In fact, a lot of classical inexact nonconvex and nonsmooth algorithms allow these three conditions. Under a special kind of summable assumption on the auxiliary sequence, we prove the sequence generated by the general algorithm converges to a critical point of the objective function if being assumed Kurdyka- Lojasiewicz property. The core of the proofs lies in building a new Lyapunov function, whose successive difference provides a bound for the successive difference of the points generated by the algorithm. And then, we apply our findings to several classical nonconvex iterative algorithms and derive the corresponding convergence results

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Cited by 1 Pith paper

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  1. Distributed Inexact Successive Convex Approximation ADMM: Analysis-Part I

    math.OC 2019-07 unverdicted novelty 6.0

    The paper develops two variants of a distributed inexact SCA-ADMM algorithm and proves first-order convergence rate guarantees under mild assumptions for non-convex problems with robustness to errors and delays.