论文标题

关于分段分析功能的收敛引理和收敛稳定性

On Convergence Lemma and Convergence Stability for Piecewise Analytic Functions

论文作者

Deng, Xiaotie, Li, Hanyu, Li, Ningyuan

论文摘要

在这项工作中,证明了功能$ f $的融合引理是分析映射的有限组成和最大运算符。引理表明,$δ$ - 定位点附近的集合靠近孤立的本地最低点$ x^*$正在收缩至$ x^*$,为$δ\至0 $。它是强烈凸出$ c^1 $函数的版本的自然扩展。但是,引理的正确性是微妙的。分析映射对于诱饵是必要的,因为用可区分或$ c^\ infty $映射代替它会导致引理错误。该证明基于lojasiewicz的半分析集的分层定理。此证明的扩展显示了$ f $的一组固定点的几何表征。最后,提出了在固定点上的稳定性概念,称为收敛稳定性。它询问,在小数字错误下,合理的收敛优化方法是否在固定点附近开始应最终收敛到同一固定点。仅当目标函数既非滑动和非概念),收敛稳定性的概念在质量上变得非凡。通过收敛引理,证明了$ F $的收敛稳定性的直观等效条件。这些结果共同提供了一个新的几何观点,可以研究非平滑非凸优化中的“何处连接”的问题。

In this work, a convergence lemma for function $f$ being finite compositions of analytic mappings and the maximum operator is proved. The lemma shows that the set of $δ$-stationary points near an isolated local minimum point $x^*$ is shrinking to $x^*$ as $δ\to 0$. It is a natural extension of the version for strongly convex $C^1$ functions. However, the correctness of the lemma is subtle. Analytic mappings are necessary for the lemma in the sense that replacing it with differentiable or $C^\infty$ mappings makes the lemma false. The proof is based on stratification theorems of semi-analytic sets by Łojasiewicz. An extension of this proof presents a geometric characterization of the set of stationary points of $f$. Finally, a notion of stability on stationary points, called convergence stability, is proposed. It asks, under small numerical errors, whether a reasonable convergent optimization method started near a stationary point should eventually converge to the same stationary point. The concept of convergence stability becomes nontrivial qualitatively only when the objective function is both nonsmooth and nonconvex. Via the convergence lemma, an intuitive equivalent condition for convergence stability of $f$ is proved. These results together provide a new geometric perspective to study the problem of "where-to-converge" in nonsmooth nonconvex optimization.

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