<p>The Goldstein <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="11" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation>-subdifferential is a relaxed version of the Clarke subdifferential which has recently appeared in several algorithms for nonsmooth optimization. With it comes the notion of <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq2.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="37" /> </InlineMediaObject> <EquationSource Format="TEX">\((\varepsilon ,\delta )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>ε</mi> <mo>,</mo> <mi>δ</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-critical points, which are points in which the element with the smallest norm in the <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="11" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation>-subdifferential has norm at most <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="12" /> </InlineMediaObject> <EquationSource Format="TEX">\(\delta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>δ</mi> </math></EquationSource> </InlineEquation>. To obtain points that are critical in the classical sense, <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="11" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="12" /> </InlineMediaObject> <EquationSource Format="TEX">\(\delta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>δ</mi> </math></EquationSource> </InlineEquation> must vanish. In this article, we analyze at which speed the distance of <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq2.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="37" /> </InlineMediaObject> <EquationSource Format="TEX">\((\varepsilon ,\delta )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>ε</mi> <mo>,</mo> <mi>δ</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-critical points to the minimum vanishes with respect to <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq1.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="11" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10957_2025_2748_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="12" /> </InlineMediaObject> <EquationSource Format="TEX">\(\delta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>δ</mi> </math></EquationSource> </InlineEquation>. Afterwards, we apply our results to gradient sampling methods and perform numerical experiments. Throughout the article, we put a special emphasis on supporting the theoretical results with simple examples that visualize them.</p>

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Analyzing the Speed of Convergence in Nonsmooth Optimization via the Goldstein subdifferential

  • Bennet Gebken

摘要

The Goldstein \(\varepsilon \) ε -subdifferential is a relaxed version of the Clarke subdifferential which has recently appeared in several algorithms for nonsmooth optimization. With it comes the notion of \((\varepsilon ,\delta )\) ( ε , δ ) -critical points, which are points in which the element with the smallest norm in the \(\varepsilon \) ε -subdifferential has norm at most \(\delta \) δ . To obtain points that are critical in the classical sense, \(\varepsilon \) ε and \(\delta \) δ must vanish. In this article, we analyze at which speed the distance of \((\varepsilon ,\delta )\) ( ε , δ ) -critical points to the minimum vanishes with respect to \(\varepsilon \) ε and \(\delta \) δ . Afterwards, we apply our results to gradient sampling methods and perform numerical experiments. Throughout the article, we put a special emphasis on supporting the theoretical results with simple examples that visualize them.