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arxiv: 1406.0724 · v1 · pith:QUDALAGCnew · submitted 2014-06-03 · 🧮 math.OC · cs.NA· math.NA

An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems

classification 🧮 math.OC cs.NAmath.NA
keywords algorithmconvergenceinertialnonsmoothabsenceappropriateconvexityeffects
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We investigate the convergence of a forward-backward-forward proximal-type algorithm with inertial and memory effects when minimizing the sum of a nonsmooth function with a smooth one in the absence of convexity. The convergence is obtained provided an appropriate regularization of the objective satisfies the Kurdyka-\L{}ojasiewicz inequality, which is for instance fulfilled for semi-algebraic functions.

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