arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~

非凸有限极小极大问题的预处理三项共轭梯度框架

Preconditioned Three-Term Conjugate Gradient Framework for Nonconvex Finite Minimax Problems

Wenzhe Zhao

arXiv 2609.13754首次发表:更新:

发表机构

National Center for Applied Mathematics in Chongqing, Chongqing Normal University(重庆应用数学中心,重庆师范大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文提出一种基于双曲主导化的预处理三项共轭梯度框架,用于非凸有限极小极大优化,通过解析对称正定度量同时实现曲率吸收、预处理和线搜索,保证充分下降、全局收敛并收敛到 Clarke 稳定点。

AI 中文摘要

本文针对非凸有限极小极大优化问题,提出了一种基于双曲主导化的预处理三项非线性共轭梯度框架。从双曲平滑模型的全局二次主导化出发,推导出一个解析的对称正定度量,该度量同时用作曲率吸收器、预处理器和线搜索能量度量。在位移 s_{k-1} 固定且曲率响应 b_k 可变的情况下,引入了一种增强的三项方向,并配以自适应参数 μ_k^\star,该参数在保持基线最坏情况度量能量常数的要求下取最大值。由此产生的框架具有 Dai-Liao 型共轭关系、增强的充分下降性、平滑参数一致的 Armijo 下界、固定平滑下的全局一阶收敛性和复杂度,以及在延拓下收敛到 Clarke 稳定点。

英文摘要

This paper develops a hyperbolic-majorization preconditioned three-term nonlinear conjugate-gradient framework for nonconvex finite minimax optimization. An analytic symmetric positive definite metric is derived from a global quadratic majorization of the hyperbolic smoothing model and is used simultaneously as a curvature absorber, a preconditioner, and the line-search energy metric. With the displacement \(s_{k-1}\) fixed and a variable curvature response \(b_k\), an enhanced three-term direction is introduced together with an adaptive parameter \(μ_k^\star\) that is maximal under the requirement that the baseline worst-case metric-energy constant be preserved. The resulting framework yields a Dai--Liao-type conjugacy relation, enhanced sufficient descent, a smoothing-parameter-uniform Armijo lower bound, fixed-smoothing global first-order convergence and complexity, and Clarke-stationary accumulation points under continuation.

论文原文

arXiv 摘要页 · PDF 原文 · HTML 原文

↑