Characterizations of Lojasiewicz inequalities: Subgradient flows, talweg, convexity

The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems: minimization methods, complexity theory, asymptotic analysis of dissipative partial differential equations, tame geometry. This paper provides alternative characterizations of this type of inequalities for nonsmooth lower semicontinuous functions defined on a metric or a real Hilbert space. In a metric context, we show that a generalized form of the Lojasiewicz inequality (hereby called the Kurdyka-Lojasiewicz inequality) relates to metric regularity and to the Lipschitz continuity of the sublevel mapping, yielding applications to discrete methods (strong convergence of the proximal algorithm). In a Hilbert setting we further establish that asymptotic properties of the semiflow generated by $-\partial f$ are strongly linked to this inequality. This is done by introducing the notion of a piecewise subgradient curve: such curves have uniformly bounded lengths if and only if the Kurdyka-Lojasiewicz inequality is satisfied. Further characterizations in terms of talweg lines -a concept linked to the location of the less steepest points at the level sets of $f$- and integrability conditions are given. In the convex case these results are significantly reinforced, allowing in particular to establish the asymptotic equivalence of discrete gradient methods and continuous gradient curves. On the other hand, a counterexample of a convex C^2 function in in the plane is constructed to illustrate the fact that, contrary to our intuition, and unless a specific growth condition is satisfied, convex functions may fail to fulfill the Kurdyka-Lojasiewicz inequality.

[1]  Hugo Ribeiro,et al.  Notas de Matemática , 1949 .

[2]  W. Fenchel Convex cones, sets, and functions , 1953 .

[3]  S. Łojasiewicz Ensembles semi-analytiques , 1965 .

[4]  S. Croucher,et al.  Surveys , 1965, Understanding Communication Research Methods.

[5]  Haim Brezis,et al.  Monotonicity Methods in Hilbert Spaces and Some Applications to Nonlinear Partial Differential Equations , 1971 .

[6]  H. Brezis Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert , 1973 .

[7]  Ronald E. Bruck Asymptotic convergence of nonlinear contraction semigroups in Hilbert space , 1975 .

[8]  Yakar Kannai,et al.  Concavifiability and constructions of concave utility functions , 1977 .

[9]  J. Baillon,et al.  Un exemple concernant le comportement asymptotique de la solution du problème dudt + ∂ϑ(μ) ∋ 0 , 1978 .

[10]  L. Simon Asymptotics for a class of non-linear evolution equations, with applications to geometric problems , 1983 .

[11]  Marco Degiovanni,et al.  Evolution equations with lack of convexity , 1985 .

[12]  A. J. Scholl,et al.  NON‐ARCHIMEDEAN ANALYSIS (Grundlehren der mathematischen Wissenschaften 261) , 1986 .

[13]  M. Gage,et al.  The heat equation shrinking convex plane curves , 1986 .

[14]  J. Penot Metric regularity, openness and Lipschitzian behavior of multifunctions , 1989 .

[15]  L. Evans,et al.  Motion of level sets by mean curvature. II , 1992 .

[16]  L. Evans,et al.  Motion of level sets by mean curvature III , 1992 .

[17]  B. Mordukhovich Complete characterization of openness, metric regularity, and Lipschitzian properties of multifunctions , 1993 .

[18]  K. Kurdyka,et al.  Wf-stratification of subanalytic functions and the Lojasiewicz inequality , 1994 .

[19]  Convergence épigraphique et changements d'échelle en analyse variationnelle et optimisation : applications aux transitions de phases et à la méthode barrière logarithmique , 1996 .

[20]  B. Lemaire An asymptotical variational principle associated with the steepest descent method for a convex function. , 1996 .

[21]  L. Dries,et al.  Geometric categories and o-minimal structures , 1996 .

[22]  Mohamed Ali Jendoubi,et al.  A Simple Unified Approach to Some Convergence Theorems of L. Simon , 1998 .

[23]  Yu. S. Ledyaev,et al.  Nonsmooth analysis and control theory , 1998 .

[24]  K. Kurdyka On gradients of functions definable in o-minimal structures , 1998 .

[25]  Singularities of Semiconcave Functions in Banach Spaces , 1999 .

[26]  A. Ioffe Metric regularity and subdifferential calculus , 2000 .

[27]  Alexander D. Ioffe,et al.  Towards Metric Theory of Metric Regularity , 2001 .

[28]  Sur les courbes intégrales du champ de gradient , 2001 .

[29]  Xi-Ping Zhu,et al.  Lectures on Mean Curvature Flows , 2002 .

[30]  R. Rockafellar,et al.  The radius of metric regularity , 2002 .

[31]  M. Coste AN INTRODUCTION TO O-MINIMAL GEOMETRY , 2002 .

[32]  John M. Lee Introduction to Smooth Manifolds , 2002 .

[33]  Patrick L. Combettes,et al.  Proximal Methods for Cohypomonotone Operators , 2004, SIAM J. Control. Optim..

[34]  Jean-Noël Corvellec,et al.  Characterizations of error bounds for lower semicontinuous functions on metric spaces , 2004 .

[35]  P. Cannarsa,et al.  Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control , 2004 .

[36]  A. Daniilidis,et al.  Subsmooth sets: Functional characterizations and related concepts , 2004 .

[37]  M. Quincampoix,et al.  On the properties of solutions to a differential inclusion associated with a nonsmooth constrained optimization problem , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[38]  P. A. Horváthy Parc de Grandmont, F-37200 TOURS (France) , 2005 .

[39]  L. Ambrosio,et al.  Gradient Flows: In Metric Spaces and in the Space of Probability Measures , 2005 .

[40]  Robert E. Mahony,et al.  Convergence of the Iterates of Descent Methods for Analytic Cost Functions , 2005, SIAM J. Optim..

[41]  F. Giannessi Variational Analysis and Generalized Differentiation , 2006 .

[42]  Mauro Forti,et al.  Convergence of Neural Networks for Programming Problems via a Nonsmooth Łojasiewicz Inequality , 2006, IEEE Transactions on Neural Networks.

[43]  K. Kurdyka,et al.  Bounds For Gradient Trajectories and Geodesic Diameter of Real Algebraic Sets , 2006 .

[44]  Yurii Nesterov,et al.  Cubic regularization of Newton method and its global performance , 2006, Math. Program..

[45]  Aubin Criterion for Metric Regularity∗ , 2006 .

[46]  Sen-Zhong Huang,et al.  Gradient Inequalities: With Applications to Asymptotic Behavior And Stability of Gradient-like Systems , 2006 .

[47]  Adrian S. Lewis,et al.  The [barred L]ojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems , 2006, SIAM J. Optim..

[48]  S. Marcellin EVOLUTION PROBLEMS ASSOCIATED WITH PRIMAL LOWER NICE FUNCTIONS AND APPLICATIONS TO CONTROL THEORY. , 2007 .

[49]  Alexander D. Ioffe On regularity estimates for mappings between embedded manifolds , 2007 .

[50]  Adrian S. Lewis,et al.  Clarke Subgradients of Stratifiable Functions , 2006, SIAM J. Optim..

[51]  Analyse asymptotique de systèmes d'évolution et applications en optimisation , 2007 .

[52]  Jean-Noël Corvellec,et al.  Nonlinear error bounds for lower semicontinuous functions on metric spaces , 2008, Math. Program..

[53]  Hédy Attouch,et al.  On the convergence of the proximal algorithm for nonsmooth functions involving analytic features , 2008, Math. Program..

[54]  A. Daniilidis,et al.  Asymptotic behaviour of self-contracted planar curves and gradient orbits of convex functions , 2008, 0809.0150.