Splitting Methods for Nonconvex Optimisation: Convergence and Saddle Point Avoidance Through Shadow Sequences
In nonconvex optimisation, commonly used methods are usually shown to converge to stationary points, while guarantees of convergence to local minimisers have comparatively received less attention. To close this gap, we analyse the convergence behaviour of the Davis–Yin three-operator splitting method. More precisely, for structured weakly convex semialgebraic optimisation problems, we establish convergence to local … Read more