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

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 appr...

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Autores principales: Radu Ioan Boţ, Ernö Robert Csetnek, Szilárd Csaba László
Formato: article
Lenguaje:EN
Publicado: Elsevier 2016
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Acceso en línea:https://doaj.org/article/c2b91391253b4ec88bc07e3edc72bbe7
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Sumario: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.