Spingarn's Method and Progressive Decoupling Beyond Elicitable Monotonicity
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Abstract (arXiv)
Spingarn's method of partial inverses and the progressive decoupling algorithm address inclusion problems involving the sum of an operator and the normal cone of a linear subspace, known as linkage problems. Despite their success, existing convergence results are limited to the so-called elicitable monotone setting, where nonmonotonicity is allowed only on the orthogonal complement of the linkage subspace. In this paper, we introduce progressive decoupling+, a generalized version of standard progressive decoupling that incorporates separate relaxation parameters for the linkage subspace and its orthogonal complement. We prove convergence under conditions that link the relaxation parameters to the nonmonotonicity of their respective subspaces and show that the special cases of Spingarn's method and standard progressive decoupling also extend beyond the elicitable monotone setting. Our analysis hinges upon an equivalence between progressive decoupling+ and the preconditioned proximal point algorithm, for which we develop a general local convergence analysis in a certain nonmonotone setting.
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References · 6
- 2020Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimizationcited by 96
- 2019Near-Optimal Methods for Minimizing Star-Convex Functions and Beyondcited by 36
- 2023Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problemscited by 21
- 2023Convergence of the Preconditioned Proximal Point Method and Douglas-Rachford Splitting in the Absence of Monotonicitycited by 3
- 2023Convergence of the Chambolle-Pock Algorithm in the Absence of Monotonicitycited by 1
- 2024Scaled Relative Graphs for Nonmonotone Operators with Applications in Circuit Theorycited by 1
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