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Cyclic exact block minimization can cycle outside the convex separable hypotheses
Statement refuted
The claim that every infinite continuation of the cyclic exact block-minimization update rule for an arbitrary nonconvex, nonseparable extended-real objective converges to one point is false when block minimizers are nonunique and the allowed tie choices vary by update.
Witness
Let and let be its indicator: on and off . This is a finite, closed but nonconvex, nonseparable domain. Use singleton blocks in the order and start at . Any finite sweep budget follows the corresponding prefix of the periodic tie-selection rule; three sweeps complete one six-update period.
Facts & Assumptions
Given: The objective, blocks and starting point in the Counterexample.
Cyclic exact block minimization: at each update the selected coordinate is replaced by any global minimizer of the current coordinate slice.
The extended real line , its order, and the arithmetic that is left undefined: the indicator values and give the extended-real objective and its finite domain.
The Euclidean inner product on and Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation: the Euclidean norm induces the usual metric and satisfies the triangle inequality; Every nonempty finite set of reals has a maximum and a minimum: a nonempty finite set of positive reals has a positive minimum; The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement and Open ball, closed ball and sphere in a metric space: open balls form neighborhoods in which closedness is tested.
Proof
At , the feasible values are and , and both minimize the slice with value ; choose . At , the feasible values are and , and both minimize; choose .
At , choose from the two minimizing values . At , choose from the two minimizing values . At , choose from the two minimizing values . At , choose from the two minimizing values . Thus one six-update cycle returns to , and repeating the same admissible tie choices gives a period-six trajectory.
Every point in the trajectory lies in and has objective , so every coordinate update described in steps 1.1 and 2.1 is an exact global block minimization. The set is closed: for any , the finitely many distances are positive, so [F3] gives a positive minimum ; if , the triangle inequality gives for every . Thus the open ball of radius about misses . The set is nonconvex because but their midpoint . It is not a Cartesian product of its coordinate projections: both projections are , whose product has nine points, whereas has six. If for functions taking values in , its finite domain consists exactly of pairs where and are each finite, hence is a Cartesian product. Thus is nonseparable.
In the infinite continuation of the finite-budget prefixes, the trajectory does not converge: the subsequences at updates and are constantly and , respectively, and those limits differ. Repeating the six admissible choices therefore gives a nonconvergent cyclic exact-minimization trajectory.
Remarks
The example has a nonconvex, nonseparable objective and nonunique block minimizers. It lies outside Cyclic exact block descent has globally optimal accumulation points; the convergence theorem does not assert convergence for this case.
Depends on
- Cyclic exact block minimization
- The extended real line $\overline{\mathbb{R}} = \mathbb{R} \cup \{-\infty, +\infty\}$, its order, and the arithmetic that is left undefined
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
- Every nonempty finite set of reals has a maximum and a minimum
- The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
- Open ball, closed ball and sphere in a metric space
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Stephen J. Wright, Coordinate Descent Algorithms, §3.1 (standard reference, not scraped)
- P. Tseng, Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization, §1 (standard reference, not scraped)