Active Manifolds, Stratifications, and Convergence to Local Minima in Nonsmooth Optimization

IF 2.5 1区 数学 Q2 COMPUTER SCIENCE, THEORY & METHODS Foundations of Computational Mathematics Pub Date : 2025-01-22 DOI:10.1007/s10208-025-09691-0
Damek Davis, Dmitriy Drusvyatskiy, Liwei Jiang
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Abstract

In this work, we develop new regularity conditions in nonsmooth analysis that parallel the stratification conditions of Whitney, Kuo, and Verdier. They quantify how subgradients interact with a certain “active manifold” that captures the nonsmooth activity of the function. Based on these new conditions, we show that several subgradient-based methods converge only to local minimizers when applied to generic Lipschitz and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, our argument is appealingly transparent: we interpret the nonsmooth dynamics as an approximate Riemannian gradient method on the active manifold. As a by-product, we extend the stochastic processes techniques of Pemantle.

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非光滑优化中的主动流形、分层和局部最小收敛
在这项工作中,我们在非光滑分析中开发了新的规则条件,与Whitney, Kuo和Verdier的分层条件平行。他们量化了子梯度如何与捕获函数的非平滑活动的某个“活动流形”相互作用。基于这些新的条件,我们证明了几种基于次梯度的方法,当应用于可在0 -极小结构中定义的一般Lipschitz函数和次微分正则函数时,只收敛于局部极小值。在高水平上,我们的论证是透明的:我们将非光滑动力学解释为活动流形上的近似黎曼梯度方法。作为一个副产品,我们扩展了Pemantle的随机过程技术。
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来源期刊
Foundations of Computational Mathematics
Foundations of Computational Mathematics 数学-计算机:理论方法
CiteScore
6.90
自引率
3.30%
发文量
46
审稿时长
>12 weeks
期刊介绍: Foundations of Computational Mathematics (FoCM) will publish research and survey papers of the highest quality which further the understanding of the connections between mathematics and computation. The journal aims to promote the exploration of all fundamental issues underlying the creative tension among mathematics, computer science and application areas unencumbered by any external criteria such as the pressure for applications. The journal will thus serve an increasingly important and applicable area of mathematics. The journal hopes to further the understanding of the deep relationships between mathematical theory: analysis, topology, geometry and algebra, and the computational processes as they are evolving in tandem with the modern computer. With its distinguished editorial board selecting papers of the highest quality and interest from the international community, FoCM hopes to influence both mathematics and computation. Relevance to applications will not constitute a requirement for the publication of articles. The journal does not accept code for review however authors who have code/data related to the submission should include a weblink to the repository where the data/code is stored.
期刊最新文献
Stabilizing Decomposition of Multiparameter Persistence Modules Optimal Regularization for a Data Source Sharp Bounds for Max-sliced Wasserstein Distances Optimal Convergence Rates for the Spectrum of the Graph Laplacian on Poisson Point Clouds Active Manifolds, Stratifications, and Convergence to Local Minima in Nonsmooth Optimization
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