Proximal-based methods can guarantee blunt local minimizer for nonconvex nonsmooth optimization problem

  • WANG Xiangfeng ,
  • ZENG Shangzhi ,
  • ZHANG Jin ,
  • ZHOU Jinchuan
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  • 1 School of Mathematical Sciences, East China Normal University, Shanghai 200041, China;
    2 National Center of Applied Mathematics, Shenzhen 518055, Guangdong, China;
    3 Department of Mathematics, Southern University of Science and Technology, Shenzhen 518055, Guangdong, China;
    4 Department of Statistics, School of Mathematics and Statistics, Shandong University of Technology, Zibo 255000, Shandong, China

Received date: 2023-03-21

  Online published: 2026-06-12

Abstract

We propose a general Flexible proxImal-based block-wise First-order Algorithm framework called FIFA for a stochastic composite minimization problem with two nonconvex function components in the objective while only one of them is assumed to be differentiable. Under some per-block Lipschitz-like conditions based on Bregman distance, but without the global Lipschitz continuity of the gradient of the differentiable function, we prove that any accumulation point of the sequence is a stationary point of the model. We further show that the stationarity is the "best" one if the global Lipschitz continuity is additionally assumed, and that it is even the local minimizer for some special cases. Convergence analysis without the global Lipschitz continuity and the enhanced stationarity analysis make our results different from existing results in both the convex and nonconvex contexts.

Cite this article

WANG Xiangfeng , ZENG Shangzhi , ZHANG Jin , ZHOU Jinchuan . Proximal-based methods can guarantee blunt local minimizer for nonconvex nonsmooth optimization problem[J]. Operations Research Transactions, 2026 , 30(2) : 1 -23 . DOI: 10.15960/j.cnki.issn.1007-6093.2026.02.001

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