Approaching nonsmooth nonconvex minimization through second order proximal-gradient dynamical systems

Abstract

We investigate the asymptotic properties of the trajectories generated by a second-order dynamical system of proximal-gradient type stated in connection with the minimization of the sum of a nonsmooth convex and a (possibly nonconvex) smooth function. The convergence of the generated trajectory to a critical point of the objective is ensured provided a regularization of the objective function satisfies the Kurdyka-Łojasiewicz property. We also provide convergence rates for the trajectory formulated in terms of the Łojasiewicz exponent.

arXiv admin note: text overlap with arXiv:1507.01416, arXiv:1610.00911, arXiv:1703.01339