Asymptotic exactness of DCA rates for regimes p5p_5 and p6p_6

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 g1kf1(xk)g_1^k\in\partial f_1(x^k) and g2kf2(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

12min0kNg1kg2k2F(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.

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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