English

Identifiability, the KL property in metric spaces, and subgradient curves

Optimization and Control 2024-06-24 v2 Numerical Analysis Numerical Analysis

Abstract

Identifiability, and the closely related idea of partial smoothness, unify classical active set methods and more general notions of solution structure. Diverse optimization algorithms generate iterates in discrete time that are eventually confined to identifiable sets. We present two fresh perspectives on identifiability. The first distills the notion to a simple metric property, applicable not just in Euclidean settings but to optimization over manifolds and beyond; the second reveals analogous continuous-time behavior for subgradient descent curves. The Kurdya-Lojasiewicz property typically governs convergence in both discrete and continuous time: we explore its interplay with identifiability.

Keywords

Cite

@article{arxiv.2205.02868,
  title  = {Identifiability, the KL property in metric spaces, and subgradient curves},
  author = {Adrian Lewis and Tonghua Tian},
  journal= {arXiv preprint arXiv:2205.02868},
  year   = {2024}
}

Comments

In this version, Theorem 9.2 includes some necessary assumptions accidentally omitted in the version published in FoCM