凸差算法的连续时间动力学 / Continuous-Time Dynamics of the Difference-of-Convex Algorithm
1️⃣ 一句话总结
这篇论文通过将凸差算法(DCA)解释为一个连续时间动力系统的离散化,揭示了其内在的几何结构,并分析了不同算法变体的收敛性质,为选择更好的目标函数分解方式提供了理论依据。
We study the continuous-time structure of the difference-of-convex algorithm (DCA) for smooth DC decompositions with a strongly convex component. In dual coordinates, classical DCA is exactly the full-step explicit Euler discretization of a nonlinear autonomous system. This viewpoint motivates a damped DCA scheme, which is also a Bregman-regularized DCA variant, and whose vanishing-step limit yields a Hessian-Riemannian gradient flow generated by the convex part of the decomposition. For the damped scheme we prove monotone descent, asymptotic criticality, Kurdyka-Lojasiewicz convergence under boundedness, and a global linear rate under a metric DC-PL inequality. For the limiting flow we establish an exact energy identity, asymptotic criticality of bounded trajectories, explicit global rates under metric relative error bounds, finite-length and single-point convergence under a Kurdyka-Lojasiewicz hypothesis, and local exponential convergence near nondegenerate local minima. The analysis also reveals a global-local tradeoff: the half-relaxed scheme gives the best provable global guarantee in our framework, while the full-step scheme is locally fastest near a nondegenerate minimum. Finally, we show that different DC decompositions of the same objective induce different continuous dynamics through the metric generated by the convex component, providing a geometric criterion for decomposition quality and linking DCA with Bregman geometry.
凸差算法的连续时间动力学 / Continuous-Time Dynamics of the Difference-of-Convex Algorithm
这篇论文通过将凸差算法(DCA)解释为一个连续时间动力系统的离散化,揭示了其内在的几何结构,并分析了不同算法变体的收敛性质,为选择更好的目标函数分解方式提供了理论依据。
源自 arXiv: 2604.06926