AI RESEARCH

Nonmonotone subgradient methods based on a local descent lemma

arXiv CS.LG

ArXi:2510.19341v2 Announce Type: replace-cross In this paper we present a nonmonotone line search subgradient algorithm tailored to upper-$\mathcal{C}^2$ functions. This is a family of nonsmooth and nonconvex functions that satisfies a nonsmooth and local version of the descent lemma, making them suitable for line searches. We prove subsequential convergence of the proposed algorithm to a stationary point of the optimization problem. Our approach allows us to cover the setting of various subgradient algorithms, including Newton and quasi-Newton methods.