Generic Fréchet stationarity in constrained optimization
arxiv(2024)
摘要
Minimizing a smooth function f on a closed subset C leads to different
notions of stationarity: Fréchet stationarity, which carries a strong
variational meaning, and criticallity, which is defined through a closure
process. The latter is an optimality condition which may loose the variational
meaning of Fréchet stationarity in some settings. We show that, while
criticality is the appropriate notion in full generality, Fréchet
stationarity is typical in practical scenarios. This is illustrated with two
main results, first we show that if C is semi-algebraic, then for a generic
smooth semi-algebraic function f , all critical points of f on C are actually
Fréchet stationary. Second we prove that for small step-sizes, all the
accumulation points of the projected gradient algorithm are Fréchet
stationary, with an explicit global quadratic estimate of the remainder,
avoiding potential critical points which are not Fréchet stationary, and
some bad local minima.
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