Asymptotic exactness of DCA rates for regimes p5p_5 and p6p_6

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Let L1,L2L_1,L_2 be the smoothness parameters and μ1,μ2\mu_1,\mu_2 the strong-convexity or hypoconvexity parameters of the two DCA terms, and assume

L1>μ2,L2>μ1.L_1 > \mu_2,\qquad L_2 > \mu_1.

Let p5p_5 and p6p_6 be the regimes whose domains are defined in the paper's one-step regime table, let g1k∈∂f1(xk)g_1^k\in\partial f_1(x^k) and g2k∈∂f2(xk)g_2^k\in\partial f_2(x^k), and let NN be sufficiently large. Define

p5∞:=(L2+μ1)(μ1+μ2)(L2+μ2)μ12,p6∞:=(L1+μ2)(μ1+μ2)(L1+μ1)μ22.p_5^{\infty}:=\frac{(L_2+\mu_1)(\mu_1+\mu_2)}{(L_2+\mu_2)\mu_1^2},\qquad p_6^{\infty}:=\frac{(L_1+\mu_2)(\mu_1+\mu_2)}{(L_1+\mu_1)\mu_2^2}.

Asymptotic-rate conjecture. The exact sublinear rates for regimes p5p_5 and p6p_6 correspond to

12min⁡0≤k≤N∥g1k−g2k∥2≤F(x0)−F(xN)a(L1,L2,μ1,μ2)N+b,\frac{1}{2}\min_{0\leq k\leq N}\|g_1^k-g_2^k\|^2 \leq \frac{F(x^0)-F(x^N)}{a(L_1,L_2,\mu_1,\mu_2)N+b},

where a∈{p5∞,p6∞}a\in\{p_5^{\infty},p_6^{\infty}\} and bb is independent of NN.

The conjecture addresses the asymptotic sharpness of the sublinear DCA rates in the two regimes where numerical investigations indicate that the finite-iteration bounds are not tight beyond one iteration. The leading constants are proposed explicitly, but the additive term bb remains unidentified.

References

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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