快速收敛到非孤立极小值:C²函数的四个等价条件

Fast convergence to non-isolated minima: four equivalent conditions for $${\textrm{C}^{2}}$$ functions

Mathematical Programming · 2024
被引 10 · 同刊同年前 6%
ABS 4

中文导读

对于二次连续可微的成本函数,证明了Polyak–Łojasiewicz条件、二次增长、误差界和Morse–Bott性质这四个局部性质等价,并利用此改进牛顿型方法的局部收敛保证。

Abstract

Abstract Optimization algorithms can see their local convergence rates deteriorate when the Hessian at the optimum is singular. These singularities are inescapable when the optima are non-isolated. Yet, under the right circumstances, several algorithms preserve their favorable rates even when optima form a continuum (e.g., due to over-parameterization). This has been explained under various structural assumptions, including the Polyak–Łojasiewicz condition, Quadratic Growth and the Error Bound. We show that, for cost functions which are twice continuously differentiable ( $$\textrm{C}^2$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mtext>C</mml:mtext> <mml:mn>2</mml:mn> </mml:msup> </mml:math> ), those three (local) properties are equivalent. Moreover, we show they are equivalent to the Morse–Bott property, that is, local minima form differentiable submanifolds, and the Hessian of the cost function is positive definite along its normal directions. We leverage this insight to improve local convergence guarantees for safe-guarded Newton-type methods under any (hence all) of the above assumptions. First, for adaptive cubic regularization, we secure quadratic convergence even with inexact subproblem solvers. Second, for trust-region methods, we argue capture can fail with an exact subproblem solver, then proceed to show linear convergence with an inexact one (Cauchy steps).

优化算法收敛性分析非孤立极小值Hessian奇异性