dorsal/arxiv
View SchemaSplitting Proximal Point Algorithms for the Sum of Prox-Convex Functions
| Authors | Jose de Brito, Felipe Lara, Tran Van Thang |
|---|---|
| Categories | |
| ArXiv ID | 2601.06970vv1 |
| URL | https://arxiv.org/abs/2601.06970 |
| License | http://creativecommons.org/publicdomain/zero/1.0/ |
Abstract
This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \cite{Bacak,Bertsekas}: one deterministic with a fixed update order, and one stochastic with random sampling, and we extend them from convex to prox-convex functions. We prove global convergence for both methods under standard stepsize a\-ssump\-tions, with almost sure convergence for the stochastic variant via supermartingale theory. Numerical experiments with nonconvex quadratic functions illustrate the efficiency of the proposed methods and support the theoretical results.
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"abstract": "This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \\cite{Bacak,Bertsekas}: one deterministic with a fixed update order, and one stochastic with random sampling, and we extend them from convex to prox-convex functions. We prove global convergence for both methods under standard stepsize a\\-ssump\\-tions, with almost sure convergence for the stochastic variant via supermartingale theory. Numerical experiments with nonconvex quadratic functions illustrate the efficiency of the proposed methods and support the theoretical results.",
"arxiv_id": "2601.06970",
"authors": [
"Jose de Brito",
"Felipe Lara",
"Tran Van Thang"
],
"categories": [
"math.OC"
],
"license": "http://creativecommons.org/publicdomain/zero/1.0/",
"title": "Splitting Proximal Point Algorithms for the Sum of Prox-Convex Functions",
"url": "https://arxiv.org/abs/2601.06970",
"version": "v1"
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