Forward-backward splitting under the light of generalized convexity

Fuente: arXiv
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Main Authors: Oikonomidis, Konstantinos, Laude, Emanuel, Patrinos, Panagiotis
Format: Preprint
Published: 2025
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author Oikonomidis, Konstantinos
Laude, Emanuel
Patrinos, Panagiotis
author_facet Oikonomidis, Konstantinos
Laude, Emanuel
Patrinos, Panagiotis
contents In this paper we present a unifying framework for continuous optimization methods grounded in the concept of generalized convexity. Utilizing the powerful theory of $Φ$-convexity, we propose a conceptual algorithm that extends the classical difference-of-convex method, encompassing a broad spectrum of optimization algorithms. Relying exclusively on the tools of generalized convexity we develop a gap function analysis that strictly characterizes the decrease of the function values, leading to simplified and unified convergence results. As an outcome of this analysis, we naturally obtain a generalized PL inequality which ensures $q$-linear convergence rates of the proposed method, incorporating various well-established conditions from the existing literature. Moreover we propose a $Φ$-Bregman proximal point interpretation of the scheme that allows us to capture conditions that lead to sublinear rates under convexity.
format Preprint
id arxiv_https___arxiv_org_abs_2503_18098
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Forward-backward splitting under the light of generalized convexity
Oikonomidis, Konstantinos
Laude, Emanuel
Patrinos, Panagiotis
Optimization and Control
In this paper we present a unifying framework for continuous optimization methods grounded in the concept of generalized convexity. Utilizing the powerful theory of $Φ$-convexity, we propose a conceptual algorithm that extends the classical difference-of-convex method, encompassing a broad spectrum of optimization algorithms. Relying exclusively on the tools of generalized convexity we develop a gap function analysis that strictly characterizes the decrease of the function values, leading to simplified and unified convergence results. As an outcome of this analysis, we naturally obtain a generalized PL inequality which ensures $q$-linear convergence rates of the proposed method, incorporating various well-established conditions from the existing literature. Moreover we propose a $Φ$-Bregman proximal point interpretation of the scheme that allows us to capture conditions that lead to sublinear rates under convexity.
title Forward-backward splitting under the light of generalized convexity
topic Optimization and Control
url https://arxiv.org/abs/2503.18098