MathematicsComputer Science

Radu Ioan Bot, Ernö Robert Csetnek, Szilárd László

2014.10.2EURO Journal on Computational Optimization

DOI: 10.1007/s13675-015-0045-8

tlooto Summary

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 that satisfies the Kurdyka-Łojasiewicz inequality.

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. Every 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-Łojasiewicz 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.

Citation format

BOT, Radu Ioan; CSETNEK, Ernö Robert; LÁSZLÓ, Szilárd. An inertial forward-backward algorithm for the minimization of the sum of two nonconvex functions [preprint]. arXiv, 2014. arXiv:1410.0641.