Exact finite-iteration convergence rates for DCA regimes p1p_1 through p4p_4

Let f1f_1 and f2f_2 have smoothness parameters L1,L2L_1,L_2 and strong-convexity or hypoconvexity parameters bc1,bc2bc_1,bc_2, and let p1,p2,p3,p4p_1,p_2,p_3,p_4 denote the corresponding DCA parameter regimes. Let NN be the number of DCA iterations.

Finite-iteration tightness conjecture. The DCA rates corresponding to regimes p1p_1, p2p_2, p3p_3 and p4p_4 are tight for any number of iterations NN.

These regimes include extensions of the standard difference-of-convex setting, while p3p_3 and p4p_4 arise beyond the threshold conditions separating the regimes. The source does not provide a proof and contrasts these cases with p5p_5 and p6p_6, whose rates are investigated only asymptotically.

Sources & referencesView supporting material

Primary source

Teodor Rotaru, Panagiotis Patrinos and François Glineur, “Improved convergence rates for the Difference-of-Convex algorithm”, arXiv:2403.16864 (2024).

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