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arXiv · 1406.0724

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

Radu Ioan Bot·Ernö Robert Csetnek
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Abstract

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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Radu Ioan Bot, Ernö Robert Csetnek. 2014-06-03. An inertial Tseng's type proximal algorithm for nonsmooth and nonconvex optimization problems. https://arxiv.org/abs/1406.0724

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