<p>In this work, we develop new regularity conditions in nonsmooth analysis that parallel the stratification conditions of Whitney, Kuo, and Verdier. They quantify how subgradients interact with a certain “active manifold” that captures the nonsmooth activity of the function. Based on these new conditions, we show that several subgradient-based methods converge only to local minimizers when applied to generic Lipschitz and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, our argument is appealingly transparent: we interpret the nonsmooth dynamics as an approximate Riemannian gradient method on the active manifold. As a by-product, we extend the stochastic processes techniques of Pemantle.</p>

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Active Manifolds, Stratifications, and Convergence to Local Minima in Nonsmooth Optimization

  • Damek Davis,
  • Dmitriy Drusvyatskiy,
  • Liwei Jiang

摘要

In this work, we develop new regularity conditions in nonsmooth analysis that parallel the stratification conditions of Whitney, Kuo, and Verdier. They quantify how subgradients interact with a certain “active manifold” that captures the nonsmooth activity of the function. Based on these new conditions, we show that several subgradient-based methods converge only to local minimizers when applied to generic Lipschitz and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, our argument is appealingly transparent: we interpret the nonsmooth dynamics as an approximate Riemannian gradient method on the active manifold. As a by-product, we extend the stochastic processes techniques of Pemantle.