PŁ-like gradient-mapping relation for trust-region optimisation

Let EE be the objective function, let s(k)\boldsymbol{s}^{(k)} be the iterate at iteration kk, let EE^* denote the optimal objective value, and let gβk(k)\boldsymbol{g}_{\beta_k}^{(k)} be the gradient mapping vector. Suppose Assumption holds, with convex feasible set C\mathscr{C} and parameter μ\mu. PŁ-like relation. There exists a constant μp\mu_p satisfying 0<μpμ0<\mu_p\leq\mu such that, for every sC\boldsymbol{s}\in\mathscr{C} and every βR+\beta\in\mathbb{R}^+,

gβk(k)222μp(E(s(k))E).\lVert \boldsymbol{g}_{\beta_k}^{(k)}\rVert_2^2\geq 2\mu_p\bigl(E(\boldsymbol{s}^{(k)})-E^*\bigr).

This relation is proposed as a projected-gradient analogue of the Polyak–Łojasiewicz inequality, connecting the gradient-mapping norm to the suboptimality gap in the trust-region iteration. Its status is not established in the supplied text.

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Primary source

Sayantan Pramanik, Kaumudibikash Goswami, Sourav Chatterjee and M Girish Chandra, “iTrust: Trust-Region Optimisation with Ising Machines”, arXiv:2407.04715 (2024).

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