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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 C={(0,0),(2,0),(2,2),(1,2),(1,1),(0,1)}⊂R2 and let F be its indicator: F=0 on C and F=+∞ off C. This is a finite, closed but nonconvex, nonseparable domain. Use singleton blocks in the order x,y and start at (0,0). 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.

[F1]

Cyclic exact block minimization: at each update the selected coordinate is replaced by any global minimizer of the current coordinate slice.

[F2]

The extended real line R‾=R∪{−∞,+∞}, its order, and the arithmetic that is left undefined: the indicator values 0 and +∞ give the extended-real objective and its finite domain.

Proof

1.1F1F2givenchoose

At y=0, the feasible x values are 0 and 2, and both minimize the slice with value 0; choose x=2. At x=2, the feasible y values are 0 and 2, and both minimize; choose y=2.

2.1F1F2step 1.1choose

At y=2, choose x=1 from the two minimizing values 1,2. At x=1, choose y=1 from the two minimizing values 1,2. At y=1, choose x=0 from the two minimizing values 0,1. At x=0, choose y=0 from the two minimizing values 0,1. Thus one six-update cycle returns to (0,0), and repeating the same admissible tie choices gives a period-six trajectory.

3.1F1F2F3step 1.1step 2.1algebra

Every point in the trajectory lies in C and has objective 0, so every coordinate update described in steps 1.1 and 2.1 is an exact global block minimization. The set C is closed: for any z∉C, the finitely many distances {∥z−c∥2:c∈C} are positive, so [F3] gives a positive minimum δ; if ∥w−z∥2<δ/2, the triangle inequality gives ∥w−c∥2≥∥z−c∥2−∥w−z∥2>δ/2 for every c∈C. Thus the open ball of radius δ/2 about z misses C. The set is nonconvex because (0,0),(2,0)∈C but their midpoint (1,0)∉C. It is not a Cartesian product of its coordinate projections: both projections are {0,1,2}, whose product has nine points, whereas C has six. If F(x,y)=h(x)+k(y) for functions h,k taking values in R∪{+∞}, its finite domain consists exactly of pairs where h and k are each finite, hence is a Cartesian product. Thus F is nonseparable.

4.1F1step 1.1step 2.1step 3.1algebra∎

In the infinite continuation of the finite-budget prefixes, the trajectory does not converge: the subsequences at updates 6m and 6m+1 are constantly (0,0) and (2,0), 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.

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