从度量角度看一阶优化方法的复杂性

IF 2.2 2区 数学 Q2 COMPUTER SCIENCE, SOFTWARE ENGINEERING
A. S. Lewis, Tonghua Tian
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引用次数: 0

摘要

理解一阶优化算法的核心工具是 Kurdyka-Łojasiewicz 不等式。此类方法的标准方法主要依靠该不等式来利用涉及梯度或子梯度的充分下降条件。然而,从根本上说,KL 特性涉及的不是子梯度,而是 "斜率",一个纯粹的度量概念。通过强调这一观点,并避免使用任何子梯度,我们提出了对公域空间上一阶优化算法的简单明了的复杂性分析。这种无子梯度观点还为非光滑半代数函数的 KL 特性提供了简短而集中的证明。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The complexity of first-order optimization methods from a metric perspective

A central tool for understanding first-order optimization algorithms is the Kurdyka–Łojasiewicz inequality. Standard approaches to such methods rely crucially on this inequality to leverage sufficient decrease conditions involving gradients or subgradients. However, the KL property fundamentally concerns not subgradients but rather “slope”, a purely metric notion. By highlighting this view, and avoiding any use of subgradients, we present a simple and concise complexity analysis for first-order optimization algorithms on metric spaces. This subgradient-free perspective also frames a short and focused proof of the KL property for nonsmooth semi-algebraic functions.

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来源期刊
Mathematical Programming
Mathematical Programming 数学-计算机:软件工程
CiteScore
5.70
自引率
11.10%
发文量
160
审稿时长
4-8 weeks
期刊介绍: Mathematical Programming publishes original articles dealing with every aspect of mathematical optimization; that is, everything of direct or indirect use concerning the problem of optimizing a function of many variables, often subject to a set of constraints. This involves theoretical and computational issues as well as application studies. Included, along with the standard topics of linear, nonlinear, integer, conic, stochastic and combinatorial optimization, are techniques for formulating and applying mathematical programming models, convex, nonsmooth and variational analysis, the theory of polyhedra, variational inequalities, and control and game theory viewed from the perspective of mathematical programming.
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