Provable Bregman-divergence based Methods for Nonconvex and Non-Lipschitz Problems
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Abstract (arXiv)
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to generalize the concept of Lipschitz smoothness condition to the relative smoothness condition, which is satisfied by any finite-order polynomial objective function. Further, this work develops new Bregman-divergence based algorithms that are guaranteed to converge to a second-order stationary point for any relatively smooth problem. In addition, the proposed optimization methods cover both the proximal alternating minimization and the proximal alternating linearized minimization when we specialize the Bregman divergence to the Euclidian distance. Therefore, this work not only develops guaranteed optimization methods for non-Lipschitz smooth problems but also solves an open problem of showing the second-order convergence guarantees for these alternating minimization methods.
Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). First posted on arXiv 22 Apr 2019.
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Citing papers per year: 2024: 2; 2025: 0; 2026: 1.
3 papers.
- 2024Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applicationscited by 7
- 2024Efficient algorithms for regularized Poisson Non-negative Matrix Factorizationcited by 0
- 2026Second-Order KKT Guarantees for Bregman ADMM in Nonconvex and Non-Lipschitz Optimizationcited by 0
- 2026Second-Order KKT Guarantees for Bregman ADMM in Nonconvex and Non-Lipschitz Optimization26 Jun 2026
- 2024Efficient algorithms for regularized Poisson Non-negative Matrix Factorization25 Apr 2024
- 2024Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications17 Jan 2024