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An Inertial Tseng’s Type Proximal Algorithm for Nonsmooth and Nonconvex Optimization Problems

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  • Radu Ioan Boţ

    (University of Vienna)

  • Ernö Robert Csetnek

    (University of Vienna)

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–Łojasiewicz inequality, which is for instance fulfilled for semi-algebraic functions.

Suggested Citation

  • Radu Ioan Boţ & Ernö Robert Csetnek, 2016. "An Inertial Tseng’s Type Proximal Algorithm for Nonsmooth and Nonconvex Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 171(2), pages 600-616, November.
    • Handle: RePEc:spr:joptap:v:171:y:2016:i:2:d:10.1007_s10957-015-0730-z
    DOI: 10.1007/s10957-015-0730-z
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    References listed on IDEAS

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    1. Hédy Attouch & Jérôme Bolte & Patrick Redont & Antoine Soubeyran, 2010. "Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality," Mathematics of Operations Research, INFORMS, vol. 35(2), pages 438-457, May.
    2. Emilie Chouzenoux & Jean-Christophe Pesquet & Audrey Repetti, 2014. "Variable Metric Forward–Backward Algorithm for Minimizing the Sum of a Differentiable Function and a Convex Function," Journal of Optimization Theory and Applications, Springer, vol. 162(1), pages 107-132, July.
    3. Boţ, Radu Ioan & Csetnek, Ernö Robert & Hendrich, Christopher, 2015. "Inertial Douglas–Rachford splitting for monotone inclusion problems," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 472-487.
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    Cited by:

    1. Radu Ioan Bot & Dang-Khoa Nguyen, 2020. "The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 682-712, May.
    2. Dang Hieu, 2018. "An inertial-like proximal algorithm for equilibrium problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(3), pages 399-415, December.

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