Splitting methods with variable metric for KL functions

We study the convergence of general abstract descent methods applied to a lower semicontinuous nonconvex function f that satis es the Kurdyka-Lojasiewicz inequality in a Hilbert space. We prove that any precompact sequence converges to a critical point of f and obtain new convergence rates both for the values and the iterates. The analysis covers alternating … Read more

Alternating proximal algorithms for constrained variational inequalities. Application to domain decomposition for PDE’s

Let $\cX,\cY,\cZ$ be real Hilbert spaces, let $f : \cX \rightarrow \R\cup\{+\infty\}$, $g : \cY \rightarrow \R\cup\{+\infty\}$ be closed convex functions and let $A : \cX \rightarrow \cZ$, $B : \cY \rightarrow \cZ$ be linear continuous operators. Let us consider the constrained minimization problem $$ \min\{f(x)+g(y):\quad Ax=By\}.\leqno (\cP)$$ Given a sequence $(\gamma_n)$ which tends toward … Read more