Continuous-Time Dynamics of the Difference-of-Convex Algorithm
AI 摘要
研究DC算法的连续时间动力学性质,提出改进的DCA方案并分析其收敛性。
主要贡献
- 提出了阻尼DCA方案,分析了其收敛性质
- 建立了极限流的能量恒等式及收敛性分析
- 揭示了全局-局部权衡,半松弛方案具有最佳全局保证
方法论
通过将DCA算法在对偶坐标中表示为非线性自治系统的离散化,并研究其连续时间极限,分析算法的动力学行为。
原文摘要
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.