A Superlinear Convergence Framework for Kurdyka-Łojasiewicz Optimization

Abstract

This work extends the iterative framework proposed by Attouch et al. (in Math. Program. 137: 91-129, 2013) for minimizing a nonconvex and nonsmooth function $Φ$ so that the generated sequence possesses a Q-superlinear convergence rate. This framework consists of a monotone decrease condition, a relative error condition and a continuity condition, and the first two conditions both involve a parameter $p\!>0$. We justify that any sequence conforming to this framework is globally convergent when $Φ$ is a Kurdyka-Łojasiewicz (KL) function, and the convergence has a Q-superlinear rate of order $\frac{p}{θ(1+p)}$ when $Φ$ is a KL function of exponent $θ\in(0,\frac{p}{p+1})$. Then, we illustrate that the iterate sequence generated by an inexact $q\in[2,3]$-order regularization method for composite optimization problems with a nonconvex and nonsmooth term belongs to this framework, and consequently, first achieve the Q-superlinear convergence rate of order $4/3$ for an inexact cubic regularization method to solve this class of composite problems with KL property of exponent $1/2$.