pith. sign in

arxiv: 1410.0641 · v1 · pith:5BTCLS5Nnew · submitted 2014-10-02 · 🧮 math.OC · cs.NA· math.NA

An inertial forward-backward algorithm for the minimization of the sum of two nonconvex functions

classification 🧮 math.OC cs.NAmath.NA
keywords algorithmnonconvexforward-backwardfunctionfunctionsinertialobjectiveability
0
0 comments X
read the original abstract

We propose a forward-backward proximal-type algorithm with inertial/memory effects for minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting. The sequence of iterates generated by the algorithm converges to a critical point of the objective function provided an appropriate regularization of the objective satisfies the Kurdyka-\L{}ojasiewicz inequality, which is for instance fulfilled for semi-algebraic functions. We illustrate the theoretical results by considering two numerical experiments: the first one concerns the ability of recovering the local optimal solutions of nonconvex optimization problems, while the second one refers to the restoration of a noisy blurred image.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.